E-mail is actually composed of two elements. The envelope and the actual e-mail. Think of it like a conventional letter.

The envelope contains the addressing/delivery information. Your mail server looks at the envelope to decide where the e-mail should go, but will ignore the actual e-mail content. The actual e-mail content contains the e-mail headers (including From: To: Subject:, etc), message body and any attachments.

Your e-mail client displays only the actual e-mail content; the envelope has been stripped away. Liken this to a receptionist taking your letters from their envelopes, putting those letters on your desk and throwing away the envelopes.

This is why you can receive emails that look like they were addressed to someone else or no-one at all. If you received the e-mail, then be assured your e-mail address appeared on the envelope.

Why don't we just block all of this type of e-mail? Well, this technique is commonly used by distribution lists and newsletters. You may often see text such as "undisclosed-recipients". This technique is so widely used that we cannot block these sorts of messages.