Newline after theorem doesn't work if it starts with \begin{enumerate}

Question

This method to have a newline after the exercise heading usually works:

\newtheoremstyle{break}{}{}{}{}{\bfseries}{}{\newline}{}
\theoremstyle{break}
\newtheorem{exercise}[theorem]{Exercise}

\setlist[enumerate,1]{label=\arabic*),align=left,leftmargin=*}

\begin{exercise}
Hello
\end{exercise}

and gives:

Exercise 1
Hello

But when the exercise begins with an enumeration, it fails:

\begin{exercise}
\begin{enumerate}
\item Hello
\end{enumerate}
\end{exercise}

with:

Exercise 1 1) Hello

Question: how to have the newline after the exercise heading, even if starts with an enumerate?

Note:

• the two first answers from Is it possible to skip the first line in a theorem environment? nearly work, but adding either \leavemode or mbox{} after the \begin{exercise} doesn't produce

  Exercise 1
  1) Hello

  but

  Exercise 1
  < empty line >
  Hello

Answer 1

As pointed here, this is the solution in this precise case:

\begin{exercise}
\begin{enumerate}
\item[]
\item First item

All the other answers don't really work in this specific case because they create new paragraphs, letting empty lines between the Exercise heading and the enumeration.