Improve Picklist Filter Functionality

This must be a repeat but I couldn’t find another post about this with some cursory searching. 

Currently, when adding a filter on a report (of a picklist field) on an MDA object to exclude records containing certain picklist values, that filter ALSO excludes records where that field is empty. To get the data that is actually there, one has to add an additional "OR  field_name = null" for that same field as well.

There are likely a few variations of this problem, but this is the gist of it. It is not intuitive, explained anywhere in documentation (or maybe I’ve missed it?), and is hard to troubleshoot unless you’re looking for it already.