I need something like «cancelOnSuccess» :)
My decision:
class EmptyValidator extends Validator implements ValidatorInterface
{
    /**
     * @var \Phalcon\Validation\ValidatorInterface[]
     */
    protected $validators;
    /**
     * @param \Phalcon\Validation\ValidatorInterface[] $validators
     */
    public function __construct($validators = null)
    {
        $this->validators = $validators;
    }
    /**
     * @param Validation $validator
     * @param string $attribute
     *
     * @return boolean
     */
    public function validate($validator, $attribute)
    {
        $value = $validator->getValue($attribute);
        $result = true;
        if (!empty($value)) {
            if (!empty($this->validators) && sizeof($this->validators)) {
                /**
                 * @var \Phalcon\Validation\ValidatorInterface $_validator
                 */
                foreach ($this->validators as $_validator) {
                    $validationResult = $_validator->validate($validator, $attribute);
                    if (!$validationResult) {
                        $result = false;
                    }
                }
            }
        }
        return $result;
    }
}
And using:
        $email->addValidators([new EmptyValidator([
            new EmailValidator([
                'message' => 'Email is invalid',
            ]),
        ])]);