Whereas for example in Signal two people could have made an Alice->Bob message. Both Alice and Bob have the keys to make such a message. Alice might have made it, and sent it to Bob, or, Bob might have just made it seem as though Alice sent him a message. Bob presumably knows if he's lying, but he can't prove it either way.
The unauthenticated link is basically useless. You aren't "securely talking to an unknown entity" because if you were that would be an authenticated link. TLS 1.3 can do "securely talking to an unknown entity" - but it's an authenticated link, the unknown entity is the authenticated remote party. You don't know who they are, but you do know they're your remote party whoever that is.