In the past, deleting last object, turned it to any ... but it was changed because customers pointed the true fact that its the opposite intent of the security...
you had rule matching for xyz and now you will have rule matching any.
its unlikely that this is what you want to see... so in fact if this is the last object in rule, you probably want to delete the rule and not to change it to match for any
you can also create a dynamic object of devnull that will be empty and replace the object with that object... but why do you want rules that will never match
You are welcome to propose other reasons or scenarios to allow you to do something different.