Receiving mail with To address = From address
 

Is there any e-mail client that will filter a message where the To address and the From address are the same? ( I use Thunderbird where that is not possible)

That sort of filter will get the mail clients access to read you mail content which might cause security concern. It seems better that none of the clients avail such a facility.

Yes, this is perfectly possible. Just try it....
A legitimate use of such a message would be to send something to a number of Bcc recipients.

The email standards (such as RFC 2822) do not require a To address. So it's perfectly acceptable to send a message to one or more Bcc recipients with no To or Cc recipients. Some email clients (or webmail systems) do not allow this and force a To address to be included, but many (such as Fastmail) do not require a To address.

Spammers often set their From address to be the same as the recipient address. So some email systems block (or add a spam score) to messages where From == To. For example, Fastmail does not block such messages but address book whitelisting is disabled when From == To.

Bill