I am having the same problem on version 10.6 using the Attribute Table. If I copy-paste NULL values from one field to another, it pastes the text representation of NULL, not the value NULL. Also, if I backspace in the field, it seems to leave an empty string in the cell, not NULL. If I then right-click and select Delete, I still have an empty string in the cell. This is a bug to me.
If, however, I use the Attribute Editor, I can just backspace in the field and it leaves a NULL value in the cell. It behaves quite nice.