WPF DataBinding: Nullable Int still gets a validation error?

I have a textbox databound to a nullable int through code. If I erase the data from the textbox it gives me a validation error (red border around it).

Here is my binding code:

ZipBinding = new Binding("Zip");
ZipBinding.Source = Address;
zipTextBox.SetBinding(TextBox.TextProperty, ZipBinding);

public Int32? Zip { get { ... } set { ... } }

It's clearly marked as a Nullable so why does WPF wanna give me a validation issue when I clear the textbox?

Validation is failing because it can't convert the empty string to a nullable integer. Set TargetNullValue to string.empty on the Binding and it will convert the empty string to null, which will be valid.