Is this a better way to fire/invoke events without a null check in C#?

Most code I have seen uses the following way to declare and invoke event firing:

public class MyExample
 {
     public event Action MyEvent; // could also be a event EventHandler<EventArgs>
 
     private void OnMyEvent()
     {
         var handler = this.MyEvent; // copy before access (to aviod race cond.)
         if (handler != null)
         {
             handler();
         }
     }
 
     public void DoSomeThingsAndFireEvent() 
     {
         // ... doing some things here
         OnMyEvent();
     }
  }
 

Even ReSharper generates an invoking method the way mentioned above.

Why not just do it this way:

public class MyExample
 {
     public event Action MyEvent = delegate {}; // init here, so it's never null
 
     public void DoSomeThingsAndFireEvent() 
     {
         // ... doing some things here
         OnMyEvent(); // save to call directly because this can't be null
     }
  }
 

Can anyone explain a reason why not to do this? (pro vs. cons)

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