If we have model hasOne field , then in form it shows red asterisk near dropdown/lookup field in case required => true is set in model field.
BUT dropdown still contains empty value option in it.

I think empty value option should not be there if field is required, then we should force to fill it already in Form. Otherwise if it's left blank in Form and you try to save it will throw big, red exception.
And another related, but opposite issue.
If model field is defined like this
$this->addField('color', [
'enum' => ['green', 'red', 'blue', 'orange', 'yellow', 'purple', 'gray'],
]);
Then in Form it shows dropdown/lookup field, but there is no empty option in there. Model field is not set as required, so empty option should be available in dropdown. Asterisk do not show too (which is correct).