If you are not reacting to the Completed event of the SAEA object, no data has been received. If you are, then you received an empty message or your buffersize was 0. This is what the docs are telling you.
I had a look at the code in your link and found that it is using a ManualResetEvent with the SendToAsync method. I don't know why it is doing this but it may be one cause, depending on the timeout specified.
I guess not everyone is reading through the docs for the SAEA object, but you have to think about it as a thread synchronization object. It is sent to a thread, does its work there and signals finish, that just it. Maybe this is the issue with the code in your linked post, the thread that should receive the signal from the SAEA object is busy till the Reset method is called. If so, no event from the SAEA object that is working in another thread is getting through.
Also note that SendToAsync may return immediately with false if the result is available at the time of the call. You can examine the result right away. So you would safely call it like
if (!_socket.SendToAsync(myEventArgs))
ProcessResult(myEventArgs);
So the basic idea is: If you use the SocketAsyncEventArgs, don't use threading. The Async socket methods try to make the threading transparent to the user, and you would just add a threading layer on top of this. This is likely to get you in trouble.