SSIS LookUp is not dealing with NULLs like the docs say it should

Question

I have an SSIS data flow that uses a lookup. Sometimes the value to be looked up (in my stream, not in the lookup table) is null.

The MSDN Docs say:

Answer 1

You can use a Conditional Split to break the data into two sets, one where the given value is null and the rest. Only perform the lookup on the output that has non-null values and then combine the results back with the data set that contains the null values using a Union All. You can still trap for unmatched values on the lookup and not worry about having to add a null entry to your lookup table