I am a bit lost in the previous discussions we had about this topic of WKB and empty points (and GEOS version dependencies .. etc), but noticed the following difference between Shapely and PyGEOS while running the Shapely tests (in the shapely-2.0 branch) with the latest pygeos:

>>> pygeos.to_wkb(pygeos.from_wkt("POINT Z EMPTY"), hex=True)
'0101000000000000000000F87F000000000000F87F'

This in contrast to Shapely (using the same GEOS 3.9.1 version):

>>> from shapely import wkt

>>> wkt.loads("POINT Z EMPTY").wkb_hex
'0101000080000000000000F87F000000000000F87F000000000000F87F'