This means it is removed before it arrives?

Kind of, yes... It arrives internally but is removed directly after that in each block. So there is no way that account can ever have a balance.

If that's the case why is it said that it's stored in this account?

That's not correct. It is impossible to store something in that account, because the balance reset happens in every single block.

If this (see above) is possible this also means other/all transactions can be burned/disappear out of sight or?

Not without developers and top witnesses knowing about it. The code is open source and there can't exist a hidden logic exactly because of this. If someone would add something like that in the code, the majority of top witnesses would first need to agree and install that version on their servers for it to become active. No one would risk to run harmful code and lose major exchanges' support, of course, because it could ruin his own investment.