We don’t have an option to advertise routes with a null address family. For a BGP router it is mandatory to advertise the address family to the BGP neighbor, about the type of routes it is advertising.
AFI field carries the identity of the Network Layer protocol associated with the Network Address that follows. And Subsequent Address Family Identifier field provides additional information about the type of the Network Layer Reachability Information carried in the attribute. A BGP speaker determines the capabilities supported by its peer by examining the list of capabilities present in the Capabilities Optional Parameter carried by the OPEN message that the speaker receives from the peer. Simply put, a given capability can be used on a peering if that capability has been advertised by both peers. Also if neighbor doesn’t understand this, it will notify in advance with a NOTIFICATION message with the Error Subcode set to Unsupported Optional Parameter (rfc5492)