The BizTalk 2006 disassemblers will choke on UTF16 files that don't have byte order marks. What makes this behavior really strange, especially for users of BizTalk 2002, is that BizTalk 2002 accepted them with or without the marks. It's my understanding that this behavior in 2002 is actually a bug.
If you're trying to figure out why your files aren't jiving with BizTalk, take a look at the encoding and see if that FF FE (or FE FF) is present at the beginning of your files. A custom component in your receive pipeline placed before the disassembler that slips these two bytes in can easily correct the problem.