3D Settings of a footprint can have a path to a 3D model set even though the corresponding model file doesn’t exist.
In fact, it is a clear requirement by the kicad library convention rule F9.3 point 1 that every footprint must have a default model path set even if the 3D model does not exist in the library
KiCad accepts that and at least version 5.1 doesn’t warn about it or explain it in any way. The question is, why does some KiCad official footprints have those paths even if the models don’t exist in the official 3D libraries?
Because it’s very easy to update the libraries later by just adding a new 3D file to the file system. If there would be no predefined path in the footprint settings, the footprint should be updated, too, when a new 3D model was added.
All models are made by volunteers, therefore not all footprints have corresponding 3D models.