You mean you want a different feature like "one or more items selected"? Maybe you can do this using triggers.
However, a multibox is not a listbox but an assembly of listboxes. Do you mean that any explicit selection anywhere in one of the multibox listboxes will do? And whenever no selection is made, should default values be selected in all listboxes, just in a few, or in a single one?
BTW "no selection" is difficult to handle in QlikView, because usually when you click the Clear button (i.e. no selection) everything is selected.
Select --> Select in Field --> Enter Field Name & Field Value (by default you can assign multiple values and when you re-open the app it will show default assigned values and u can select multiple values also). make sure to deselect "Always one selected check box"