Reporting Services :: Null Value Not Appearing In SSRS Multi-Select Parameter List

I am trying to get a null value to pass to a multi-select parameter in SSRS 2005.  The multi-select box is getting its possible values from the following query:

SELECT NULL CMP_ID, '<all companies>' COMPANY UNION SELECT DISTINCT T1.CMP_ID, T1.COMPANY FROM VIEWCOMPANYLIST T1 WHERE T1.DIV_ID = 2  ORDER BY 1

This query is pre-pending a row with NULL as the first ID.  The resulting data set is exactly what you would expect - Row 1 has a null in column CMP_ID, and <all companies> in column COMPANY.  All the rest of the rows have proper data. My multi-select parameter box is of type Multi-value Int, with possible values populated by this query and a default of NULL. However, when I preview the report, the <all companies> row disappears. 

It's not even in the list, and it's not getting selected by the default selector.  So, of course, when I try to View Report without selecting anything, I get prompted to select a company. Why the prepended row in my dataset is getting dropped from the multi-select box at display time?  And yes, I have to be able to pass a null value because the stored procedure on which the report is based expects this parameter to be optional.