With R2 2016 GridViewComboBoxColumn will expose a property IsLightweightModeEnabled. Setting the property to True should resolve the problem.
The problem should be resolved with lib version 2015.3.1130.
GridViewDataColumn doesn't respect FallbackValue when the source property returns DependencyProperty.UnsetValue
The new properties will be available with Q2 2016.
The issue is reproduced only with GroupRenderMode="Flat".
ClipboardCopyMode enumeration will expose a new property - SkipNullOrEmptyValue - setting whether null/empty value will be copied or not. Thus if copying cells from a column with multiple empty values, will not have a result in the pasted text, but rather be skipped.