@Strong Liu - Thank you very much, the workaround works like a charm. The embedded object is not being reset to null and somehow Hibernate also handles correctly empty object as "not dirty". Btw. I did only the 3rd step (changing the property setter):

public void setMyEmbeddedObject(MyEmbeddedObject myEmbeddedObject) {
    if (myEmbeddedObject != null) {
        this.myEmbeddedObject = myEmbeddedObject;
    }
}