How to get NULL as an option in a datagrid relation in sonata admin bundle?

I added the following to a Sonata admin in order to filter by category. However, the list does not show NULL as an option for category. I want also want to be able to filter by category for when category is NULL instead of an entity.

How can one achieve this? My current configuration:

protected function configureDatagridFilters(DatagridMapper $datagridMapper)
{
    $datagridMapper
        ->add("category");
}