Is it True that All AEE and EE has a 5% chance to ADD nothing at all?

Doesn't really sound intentional though... I've never seen it officially stated ANYWHERE that equip enhancements do this.

It sounds like an adverse effect of the concept of randomness.

From what I understand, all values that can be increased through EEs have an increase range of 0-[insert some number here]. That's why not everything increases when you use an EE. As a result, it's completely possible that you get that horrible minimum value of 0 for every single stat. It's essentially bad luck.

I doubt it's an INTENDED effect, however it's certainly an effect none the less.

You could technically say that this happening is worse luck than the item booming. Yes, losing your item does indeed suck, but the chances of getting zero on let's say six stats at once is far less likely to happen than your item booming.