The Message Audit Log (Status > Message Audit Logs) shows the email address of the sender of some messages, including out of office replies and other delivery status notifications, as "none".
Delivery status notifications are commonly sent with the empty SMTP special sender address <> to prevent a bounce back of the notification.
Some versions of Exchange also send out of office reply messages with the empty smtp special sender sender <>.
Messaging Gateway displays the SMTP sender address in Status > Message Audit Logs but for delivery status notifications and some out of office replies the sender address is empty (<>). Rather than display an empty field, SMG communicates that the sender address was empty by displaying "(none)" as the sender address.
This is expected behavior and is by design.