SSIS LookUp is not dealing with NULLs like the docs say it should

I know this is a late answer, but for anyone searching on this like I was, I found this to be the simplest answer:

In the lookup connection, use a SQL query to retrieve your data and add UNION SELECT NULL, NULL to the bottom.

For example:

SELECT CarId, CarName FROM Cars 
UNION SELECT NULL, NULL

Preview will show an additional row of CarId = Null and CarName = Null that will be available in the lookpup.

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