What you are describing is a known issue. What's happening:
Due to some implementation details, messages, messages, events, contacts, and other types of items can live together in a folder. Since the Messages collection returns only messages, we must skip the other elements. Currently, you will see when you skip items as spaces. A page of 10 elements with less than 10 elements filled in (but still containing @odata.nextLink) is how you identified it.
(, https://graph.microsoft.com/v1.0/me/MailFolders/Inbox/messages), https://graph.microsoft.com/v1.0/me/messages, . , , , .
, , @odata.nextLink, .