JQL search ignores issues that have empty fields

If I write a JQL for searching in which I state that "component != XXX", the search results also ignores issues that do not have a component set.

For example, I have three issues, with one issue having component A, the second component B and the third one with component field empty.

If I write a query as "component != A", I would expect the last two issues to show up in the search results, but it only shows one result, the one with component set to B.