In the List box filter with check boxes (Filtering Scheme Properties >> Select 'Show check boxes'), the empty check box does not gets selected (checked) when we select 'All values' option. In spite of being unchecked, the corresponding rows having empty values in the concerned column are displayed. So, checking or unchecking of the empty check box has no effect on the filtering.

This option (Show check boxes) seems to have been introduced in 7.5. Prior to that, this option was not there. We use this option instead of a simple check box filter when we have more than 100 unique values in the column. Because, in that case, check box filter is grayed out.