I had problem the other day, maybe it is related. In this case, I removed an element from the XML I was returning from my web service to my InfoPath form. When I did that, the field was still on the form but it became completely disabled. Taking a guess, since you are having a problem with returning null, maybe no blank XML node is being returned. To test, inspect the XML that is being returned from your web service by debugging in Visual Studio. Run the web method and see if the node is missing when you expect the value to be null.
Jason
http://www.k2distillery.com/