How does appending to a null string work in C#?

the + operator for strings are just shorthand for string.Concat which simply turns null arguments into empty strings before the concatenation.

Update:

The generalized version of string.Concat:

public static string Concat(params string[] values)
{
    int num = 0;
    if (values == null)
    {
        throw new ArgumentNullException("values");
    }
    string[] array = new string[values.Length];
    for (int i = 0; i < values.Length; i++)
    {
        string text = values[i];
        array[i] = ((text == null) ? string.Empty : text);
        num += array[i].Length;
        if (num < 0)
        {
            throw new OutOfMemoryException();
        }
    }
    return string.ConcatArray(array, num);
}

The relevant citation should be ECMA-334 §14.7.4:

String concatenation:

string operator +(string x, string y);
string operator +(string x, object y);
string operator +(object x, string y);  

The binary + operator performs string concatenation when one or both operands are of type string. If an operand of string concatenation is null, an empty string is substituted. Otherwise, any non-string operand is converted to its string representation by invoking the virtual ToString method inherited from type object. If ToString returns null, an empty string is substituted.

it is because

In string concatenation operations, the C# compiler treats a null string the same as an empty string, but it does not convert the value of the original null string.

From How to: Concatenate Multiple Strings (C# Programming Guide)

The binary + operator performs string concatenation when one or both operands are of type string. If an operand of string concatenation is null, an empty string is substituted. Otherwise, any non-string argument is converted to its string representation by invoking the virtual ToString method inherited from type object. If ToString returns null, an empty string is substituted.

From Addition operator