Not possible to nullify the shipping method

Problem/Motivation

It is currently not possible to nullify the shipping method, probably because of the following code:

if (!empty($rate_id)) {
      $this->applyShippingRateToShipments($order, $rate_id);
    }

I'm not 100% sure we should allow this as this could allow someone to place an order without shipping though this should potentially be handled by validation / transition guards.