Hi AlexG,
I tested with the table content containing null and with empty data and it works as expected in the download option too.
Here is an eg:
CREATE TABLE my_table_null_test1 (
id INT,
name STRING
);
INSERT INTO my_table_null_test1 (id, name) VALUES
(1, 'John Doe'),
(2, NULL),
(3, 'Jane Doe'),
(NULL, 'Anonymous')
(4, '');
If you do not want nulls, you may have to modify the query to use
coalesce(NULL, '') or
nvl(NULL, '');
Hope it helps. Thanks!