To write null instead of empty strings to database when saving empty values you need to set up your DB connection as follows:

'db'=>array(
  'connectionString' => 'mysql:host=localhost;dbname=test',
  'username' => 'root',
  'password' => '',
  'charset' => 'utf8',
   
  // here it is:
  'nullConversion' => PDO::NULL_EMPTY_STRING,
),