Actually I have seen that in a few of my matches but assume that it came from the portions of their ancestry not connected to my own. Obviously even folks who have been here for 300 years had to have come from somewhere before that!
You are right, this is strange and fascinating stuff. In my own Y-DNA testing I found that I have no matches with my surname but due to the genetic distance with my matches, a non-parental event probably happened in Europe in the pre-immigration time period. Talk about frustrating!