The 'mystery' missions aren't mysteries at all — they're cutscenes.
GTA VI Iran
TriviaGTA: San Andreas0 views

The 'mystery' missions aren't mysteries at all — they're cutscenes.

In the Countryside and Desert sections, there are 'Mystery' mission categories that contain no actual gameplay missions — they consist entirely of cutscenes that bridge the story between other mission arcs, such as Catalina's robbery introductions.

Source: Missions in GTA SA — CC BY-SA