Try dig +trace example.com A
or dig +trace example.com NS
to see how the referrals are happening. The .com nameserver must have NS records to be a part of the .com zone, but the nameservers it is referring to may not have NS records configured for the zone.
Normally BIND refuses to load zones with no NS records, but other DNS software may be more permissive.
After a search for other domains with the same nameserver, it seems is is not uncommon for them to behave in this way:
; <<>> DiG 9.7.0-P1 <<>> @ns1.1morename.com keyzweb.com ns
; (1 server found)
;; global options: +cmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 16653
;; flags: qr aa; QUERY: 1, ANSWER: 0, AUTHORITY: 1, ADDITIONAL: 0
;; QUESTION SECTION:
;keyzweb.com. IN NS
;; AUTHORITY SECTION:
keyzweb.com. 86400 IN SOA NS1.1MORENAME.com. hostmaster.keyzweb.com. 1 28800 7200 604800 86400
;; Query time: 123 msec
;; SERVER: 173.236.119.110#53(173.236.119.110)
;; WHEN: Sat Mar 5 11:06:05 2011
;; MSG SIZE rcvd: 90
Here's a trace, showing that NS records at the delegation point (in this case, the NS records returned by the .com nameservers) are not authoritative. This is why they do not show up as an answer: they don't exist in the authoritative nameserver.
; <<>> DiG 9.7.0-P1 <<>> +trace keyzweb.com ns
;; global options: +cmd
. 22664 IN NS l.root-servers.net.
. 22664 IN NS f.root-servers.net.
. 22664 IN NS h.root-servers.net.
. 22664 IN NS a.root-servers.net.
. 22664 IN NS g.root-servers.net.
. 22664 IN NS m.root-servers.net.
. 22664 IN NS i.root-servers.net.
. 22664 IN NS d.root-servers.net.
. 22664 IN NS c.root-servers.net.
. 22664 IN NS k.root-servers.net.
. 22664 IN NS j.root-servers.net.
. 22664 IN NS e.root-servers.net.
. 22664 IN NS b.root-servers.net.
;; Received 509 bytes from 10.19.12.20#53(10.19.12.20) in 0 ms
com. 172800 IN NS a.gtld-servers.net.
com. 172800 IN NS b.gtld-servers.net.
com. 172800 IN NS c.gtld-servers.net.
com. 172800 IN NS d.gtld-servers.net.
com. 172800 IN NS e.gtld-servers.net.
com. 172800 IN NS f.gtld-servers.net.
com. 172800 IN NS g.gtld-servers.net.
com. 172800 IN NS h.gtld-servers.net.
com. 172800 IN NS i.gtld-servers.net.
com. 172800 IN NS j.gtld-servers.net.
com. 172800 IN NS k.gtld-servers.net.
com. 172800 IN NS l.gtld-servers.net.
com. 172800 IN NS m.gtld-servers.net.
;; Received 492 bytes from 193.0.14.129#53(k.root-servers.net) in 22 ms
keyzweb.com. 172800 IN NS ns1.1morename.com.
keyzweb.com. 172800 IN NS ns2.1morename.com.
;; Received 107 bytes from 192.26.92.30#53(c.gtld-servers.net) in 102 ms
keyzweb.com. 86400 IN SOA NS1.1MORENAME.com. hostmaster.keyzweb.com. 1 28800 7200 604800 86400
;; Received 90 bytes from 173.236.119.110#53(ns2.1morename.com) in 124 ms