I mean something like this (in bold):
Dim anonType = New With {.Property1 = 10, .Property2 As Decimal? = Nothing}
You could always work around it like this..
Private Sub test()
Dim tempDecimal? As Decimal = Nothing
Dim anonType = New With {.Property1 = 10, .Property2 = tempDecimal}
' property value is nothing here, but if tempDecimal isnt declared as nullable,
'the value will be 0
anonType.property2 = Nothing
anonType.property2 = 5
'tp will be Decimal here
Dim tp As Type = anonType.property2.GetType
End Sub