Under SQL Activity, why is the DBNAME field is EMPTY on some rows?
DB Name comes from the “dbid” column from sysprocesses DMV (Dynamic Management View) which is
described as "ID of the database currently being used by the process".
So this field can be empty. One reason is, that those processes are sleeping, so there is no current activity.
The other possible reason is that the other data comes from other DMVs which can return values from the last execution made by the session. So the data is a mixture of current and historical values.
This would not be a defect unless all data you see in this column are empty.