Block URL when referer is empty

I wanted to block access to a specific URL when there is no 'referer' header.

I tried doing that using Advanced Protection->Custom policy and adding a rule with "URL" and "HTTP Header->Referer" as filters.

It seems I can't simulate a non existent referer header. I used an  inverse match on .* and a match on .? as my regular expressions but I can't get this to work.

Any ideas on how to go about this?