Entering HALT mode with master interrupt enabled but no Interrupt Enable (0xFF0F = 0)?

According to Gameboy Programming Manual,

HALT mode is canceled by the following events, which have the starting addresses indicated.

1. A LOW signal to the /RESET terminal Starting address: 0x0000

2. The interrupt-enable flag and its corresponding interrupt request flag are set

   • IME = 0 (Interrupt Master Enable flag disabled) Starting address: address following that of the HALT instruction

   • IME = 1 (Interrupt Master Enable flag enabled) Starting address: each interrupt starting address

Assume a program enters HALT mode with Interrupt Master Enable flag enabled IME = 1 and Interrupt Enable disabled for any interrupt 0xFF0F = 0, what would happen? What is the expected behaviour on the actual Gameboy device?

I am not sure if I understand your question right, but anyway:
According to the cited manual, the IE (interrupt enable) register, address FFFF, determines which one of the 5 interrupt types are enabled. Only those set to 1 will be accepted if IME (interrupt master enable) ist set to 1. The IF (interrupt flags) register, address FF0F, provides merely information which interrupts are requested.
So, if a program is in the HALT state with IME = 1, any interrupt is accepted that is enabled in IE. Of course, somebody had to generate the interrupt(s) which would be indicated by a (or more) 1 in the IF register.

EDIT:

Maybe this answers your question now:
If the program enters HALT mode, Interrupt Master Enable is enabled (IME = 1), but all specific interrupt types are disabled (IE = 0), no interrupt will be accepted, and HALT mode is not left. This is the expected behavior on the device.