I think it depends on what exactly you need to check for, when you say "empty". If the object itself is instantiated as a DataProviderInterface object, then indeed, it wont be empty.
Are you trying to check how many records of a given model or models were returned in a query made by the dataProvider? If so, there are a number of ways to check, but its likely that $dataProvider->totalCount would suffice. If you have 0, then your query selects no records.