When focused, ComboBox allows to change it's selection by pressing the arrow keys. However this allows to actually clear the selection.
Usually combo/drop boxes do not behave like that:
http://reference.sitepoint.com/html/select/demoframe

Steps to reproduce:
Create a combo box
Add 3 items
Click on it to focus
Press the arrows to change the selection
Press arrows until the selection is cleared i.e. no items are selected