Java 9 provides as a way to create Empty immutable List, set and Map.
List list = List.of(); 
Set set = Set.of(); 
Map map = Map.of();
But
Whenever a class exposes an internal collection (through a public property, a getter etc) it either has to copy the entire collection or expose an immutable collection, to avoid the caller manipulating internal datastructures.
For example you could have some list of integers that's used internally but that's also exposed through a getter. Since the list is infrequently updated but often read, you decide to make the internal list immutable (making a new list on each update). That way your getter can just hand a reference to the internal list without copying anything. Now, sooner or later that list will have to be empty, necessitating an empty immutable list.