Microsoft has confirmed this as defect in SQL Server 2008 R2 fixed in SQL Server 2012. It is unclear if they intend to address it in SQL Server 2008. Please see: https://connect.microsoft.com/SQLServer/feedback/details/635391/objectname-indexname-not-populated-in-deadlock-graph-in-sql2008-sp1-and-sql2008-r2
A copy of the html only file can be viewed offline from the attachment MicrosoftConnect635391.htm. For the complete offline page including graphic, please see MicrosoftConnect635391_files.zip.