Your field has to have at least one value to get the desired value w.r.t the set analysis. Null is no-value, hence it doesn't check the filter condition (in symbol table). You can can try creating a blank value for null like below, and then it should work fine.
It is as @tresesco is saying. You need at least one non null value in your data set. One way to achieve this is to adda "empty" row containing a (any) value to the BOOK3YRS-column. In my script blow I created blank ' ' value on my final row (All other fields are set to null() in this example).
set NullInterpret =''; //Used to ensure that I get correct null values from my empty inline values
LOAD * inline [
DATA_TYPE, BOOK3YRS, LONG_TERM_DISALLOWED_LOSS
STRING, , 100
NUM, , 200
DATE, , 300
SUMMARY, , 600
, " ",
Plees ekskuse my Swenglish and or Norweglish spelling misstakes