It seems that in some situations an update with $unset operator may create nested fields. It only seems to happen if at least one of the fields of the $unset operator matches an existing field in the document.

E.g.

> db.test.save({a:1})
> db.test.find()
{"_id" : ObjectId("..."), "a" : 1}
> db.test.update({}, {$unset:{"a":1, "b.c":1}}, false, true)
> db.test.find()
{"_id" : ObjectId("..."), "b" : {}}

The field "b.c" didn't exist in the original document and an empty object "b" got created as a result of the update.
Note, that this only happens when at least one of the fields used by the $unset operator exists in the document. If I modify the update() operation as follows, no insertion happens:

> db.test.update({}, {$unset:{"b.c":1}}, false, true)
> db.test.find()
{"_id" : ObjectId("..."), "a" : 1}