As I've said before, context is everything.
It wouldn't make much sense to say "more than nothing"; it's a set phrase and it's understood that it means "nothing is more important than" anything else being compared.
- Más que nada, quiero que me comprendan. -> I don't want anything else as much as being understood.
- Queríamos que fuera una fiesta, pero más que nada ha sido un desastre. -> As much as we wanted it to be a party, it was nothing more than a disaster.
- En estas vacaciones, más que nada yo quisiera descansar. -> There are many fun activities to do during the holidays, but all I want to do is to rest up.