DNS question: What resource records are valid responses to a NS query?

Our Server 2008 R2 DNS server is logging errors claiming that replies to certain DNS queries contain invalid domain names.

I've captured the queries and replies in wireshark, and the domain in the reply is valid, and identical to the domain in the query.

However, what I have noticed is that the reply contains only an A record - no NS record.

Is this what's causing DNS to complain?