Hi George,
You may find that the original Message Recipient (usually the Example Administrator) had been deleted at some stage in the past, and that no one ever noticed because your own Call Handlers aren't ever set to take a message...
To confirm, please go to one of the affected Call Handlers on the old Unity server, and check under Messages. It should have a "Message recipient". If not, or if you aren't importing the old Example Administrator (if this is the recipient), then it'll be why you're getting the errors.
You could use Bulk Edit to assign a different Message recipient to the old Call Handlers, prior to the COBRAS Export or, if the Call Handlers don't actually have a Message recipient, you could just run dbWalker (recommended before any backups or exports) and check the option to set broken "Owner" and "Recipient" links.
Kind regards,
Craig