~~ With 5.7.21-1ubuntu1 (18.04) ~~

Welcome to the MySQL monitor.  Commands end with ; or \g.
Your MySQL connection id is 4
Server version: 5.7.21-1ubuntu1 (Ubuntu)

Copyright (c) 2000, 2018, Oracle and/or its affiliates. All rights reserved.

Oracle is a registered trademark of Oracle Corporation and/or its
affiliates. Other names may be trademarks of their respective
owners.

Type 'help;' or '\h' for help. Type '\c' to clear the current input statement.

mysql> SELECT CONCAT('');
+------------+
| CONCAT('') |
+------------+
|            |
+------------+
1 row in set (0.00 sec)

mysql> SET @var = ""; SELECT @var := CONCAT('');
Query OK, 0 rows affected (0.00 sec)

+--------------------+
| @var := CONCAT('') |
+--------------------+
|                    |
+--------------------+
1 row in set (0.00 sec)

mysql> 

~~ With 5.7.30-0ubuntu0.18.04.1 ~~

Welcome to the MySQL monitor.  Commands end with ; or \g.
Your MySQL connection id is 4
Server version: 5.7.30-0ubuntu0.18.04.1 (Ubuntu)

Copyright (c) 2000, 2020, Oracle and/or its affiliates. All rights reserved.

Oracle is a registered trademark of Oracle Corporation and/or its
affiliates. Other names may be trademarks of their respective
owners.

Type 'help;' or '\h' for help. Type '\c' to clear the current input statement.

mysql> SELECT CONCAT('');
+------------+
| CONCAT('') |
+------------+
|            |
+------------+
1 row in set (0.00 sec)

mysql> SET @var = ""; SELECT @var := CONCAT('');
Query OK, 0 rows affected (0.00 sec)

+--------------------+
| @var := CONCAT('') |
+--------------------+
| NULL               |
+--------------------+
1 row in set (0.00 sec)

mysql> 

~~ With 8.0.20-0ubuntu0.20.04.1 (Ubuntu 20.04) ~~

Welcome to the MySQL monitor.  Commands end with ; or \g.
Your MySQL connection id is 10
Server version: 8.0.20-0ubuntu0.20.04.1 (Ubuntu)

Copyright (c) 2000, 2020, Oracle and/or its affiliates. All rights reserved.

Oracle is a registered trademark of Oracle Corporation and/or its
affiliates. Other names may be trademarks of their respective
owners.

Type 'help;' or '\h' for help. Type '\c' to clear the current input statement.

mysql> SELECT CONCAT('');
+------------+
| CONCAT('') |
+------------+
|            |
+------------+
1 row in set (0.00 sec)

mysql> SET @var = ""; SELECT @var := CONCAT('');
Query OK, 0 rows affected (0.00 sec)

+--------------------+
| @var := CONCAT('') |
+--------------------+
|                    |
+--------------------+
1 row in set, 1 warning (0.00 sec)