When a Report Parameter is Nullable, and the Null value comes from the data source, for example, from a JsonDataSource assigned to the parameter AvailableValues, the Desktop viewers don't recognize this value and show an exception that the parameter value is not valid. You need to check the NULL checkbox to set the parameter value to Null.

In the Html5 Viewer, the same is working as expected, and the Null value from the data source is correctly set directly to the parameter.

The link to the Nullable Parameter video demonstrates the issue.