Thank you for your question. Unfortunately I am not able to reproduce the issue. Loading an empty STL file works flawlessly as loading a valid STL file.

I used the following small program to test the correct behaviour:

#include <cstdlib>
#include <iostream>

#include <Inventor/SoDB.h>
#include <Inventor/SoInput.h>
#include <Inventor/nodes/SoSeparator.h>
#include <Inventor/nodekits/SoNodeKit.h>

int main(int argc, char* argv[])
{
	SoDB::init();
	SoNodeKit::init();

	//std::string filename("cube1.stl");
	std::string filename("empty.stl");

	SoInput input;
	if (!input.openFile(filename.c_str())) {
		std::cout << "Cannot open file" << std::endl;
		return 1;
	}

	SoSeparator* objectModel = SoDB::readAll(&input);
	if (!objectModel)
		return 1;

	objectModel->ref();
	return 0;
}

In case of an empty file SoDB::readAll returns a nullptr and an error message is written to the terminal. The valid cube1 STL file is loaded and a separator containing the scene graph element is returned.

A closer look to your errror message (an assertion) reveals that your STL file was not empty but did not contain vertex or triangle definitions.

Please note: Coin does not use exceptions so the try/catch handling for the SoDB::readAll call is not needed.
And, please, post the source code of your minimal example instead of the image.