UnassignedReferenceException and Null-Check

I often check in Start()-method, if all needed references are set in inspector. So i wrote a utility method, for this like this:

 public static void WarnIfNull(object o, string name) {
     if (o == null) {
         Debug.LogWarning(name + " is NULL");
 ...

so i can use it in component init code like this:

 public class MyComponent : MonoBehavior {
     public AudioClip sound;
     void Start() {
         MyLogUtils.WarnIfNull(sound, "sound");
 ...

Nothing special, interesting so far... But it does not work. Assuming i forgot to assign reference in inspector. If i null-check inside of MyComponent.Start(), null check works correct. But if doing exact same null-check inside of MyLogUtils.WarnIfNull(), null check is FALSE. I can not explain this, it is really weird.

So i tryied to debug it, if object is not null, then what is it? (it was never assigned). I can cast it to AudioClip like this

 if (o is AudioClip) {
     AudioClip a = (AudioClip) o; // this works
 }

but if i call any method/property from this object like this:

 var a_name = a.name;
 a_name.ToString();

i am getting UnassignedReferenceException.

I know, it sounds strange, that null-check of same object in call-stack behaves not same. But is looks like this. I do not really understand what is the reason for that. Docs for UnassignedReferenceException somehow do not explain it.

So my missing-reference method looks like this now:

 public static void WarnIfNull(object o, string name) {
     bool unassigned = false;
     if (o is AudioClip) {
         try {
             AudioClip a = (AudioClip) o;
             var a_name = a.name;
             a_name.ToString();
         } catch (UnassignedReferenceException e) {
             unassigned = true;
         }
     }
     if (o == null || unassigned) {
         Warn(name + " is NULL (unassigned in inspector, but somehow can be not null)");
     }
 }

Any suggestions explanations are welcome. So, my question:

Why the same reference is null in one methode and not null in another. I just pass it by reference but, null-check result ist different. Is this some special UnityEditor stuff i should know?