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Updating a shapefile's numeric or text value with NULL shows up as zero or as an empty string in ArcMap.
Shapefiles do not support NULL values. DBase 7 supports NULL values; shapefiles are pre-dBase 7.
ArcView 3.x uses a masking technique to present certain values as NULL, although they are not true NULL values.
If it is necessary to use NULL values, use a data type that supports them, such as File Geodatabase.