Enable the inline_form_errors module included in core and add the following snippet.
/**
* @param $form
* @param FormStateInterface $form_state
* @param $form_id
* Labels of exposed form improvement
*/
function MYMODULE_form_alter(&$form, FormStateInterface $form_state, $form_id) {
if($form_id == 'views_exposed_form' && $form['#id'] == 'views-exposed-form-MYVIEWNAME') {
$form['search']['#attributes']['required'] = '';
}
}