I've now seen a similar case multiple times in the wild - if a process has a thread in uninterruptible sleep (e.g., blocked on a bad disk or a stuck network filesystem) and you kill it, the process dies, but the kernel waits forever for that thread before informing the parent process. The parent doesn't get SIGCHLD, and wait() doesn't return. (So, for example, your favorite init/supervisor won't restart the process or even realize the process has died and raise an alert.) If the thread wasn't the first thread, then the process looks like it's gone and stops having most information in /proc/$pid, but it's still got the thread in /proc/$pid/tasks/.
I've taken to calling such a process a "lich," because it's not quite a zombie - the parent can reap a zombie by calling wait(), but the lich has used magic to avoid true death.