@Asher
her problem is that this 'empty text' option is there on the deprecated version of this widget, but not anymore on the new version.
@Cristian Angel Puma Villalva if you look at the description of the 'prompt' option, that is exactly the same as the description of the 'empty text' option of the deprecated widget. Unfortunately, it doesn't work the same anymore, it only serves as a prompt before anything is selected, but doesn't appear as an option to select, so you can't deselect a selected value.
It looks like they put in a lot of effort to make selecting of multiple values pretty, but messed it up for selecting a single value, they broke the "and to serve as an empty value" part.
So a workaround is as Laura and Bruno are suggesting, to manually add an empty row to your list.
Dorine