If you were to find an empty room there’s a decent chance there’s something invisible in it, from a metagaming perspective, because why waste the players’ time like that?
In ye olde editions traps and ambushes were way more common so a certain set of paranoid behaviors became standard practice. One of the ways of dealing with illusion magic is by disbelieving it, so a simply paranoid party could get advantage to dispelling illusions by saying they don’t believe what they they see, in theory.
However, just because the DM is out to get you doesn’t mean you aren’t a basket case.