I have tested this, and I think it is actually documentation that is wrong. 0 as an index is not used in the code as the .value field is used only for text-based comparison for select. That it how it is for every other built-in select field when unset or set, so current implementation looks ok.
Your config should therefore work correctly by setting the .value to blank - or the value of any of the other options:
# no default value roadmap.value = # some default value roadmap.value = b
Could you please test and verify, and I'll review and update TracTicketsCustomFields before closing the ticket.