A member will have a Last Visit of "N/A" if they've never signed in successfully to your site. A few possible explanations:
1) Since your site requires email verification, they may never have verified the email after registration or never returned to sign in to the site after registration.
2) Since you came from Eve originally, it's possible some of the really old members imported from Eve may have never had a last visit.
3) If your site allows posting new content by email, members can post via email, which will register them a "lite" user account. In this scenario, they will never have visited the site. If you don't support guests posting new content by email, then this wouldn't apply.
I do see value in being able to search by members who have a Last Visit of "N/A", so that's an option we'll consider for future development improvements. For now, you're right: there is no way to filter the member list to identify just those members.
Hope that helps!