This is explainable. The files may actually exist, but you never see them as a file system user.
In any file systems, there are areas on disk which serve as internal "system" storage needed to support functionality of the file system itself. For a trivial example, in FAT file system such storage is FAT, "File Allocation Table".
The design of NTFS is different. In NTFS, technically, such areas are also files.
They are called "system files", but "system" not in the sense of OS, in the sense of file system. In particular, it has Master File Table (MFT) and MFT records. And each of MFT records is a real file, with its file name. You can see their names below:
From the standpoint of the file system user, they are not file at all, but technically, they are. And they are generally involved in the defragmentation, that's why they the defragmenter can show them to you.