Because that's how the API was designed, see the javadoc.
But more seriously, one analogy can be to look at sets. Let's imagine a string is a set of characters, then the empty string is the empty set. In set theory, the empty set is always part of any set.
Why is the empty set a subset of every set? (taken from here)
The set A is a subset of the set B if and only if every element of A
is also an element of B. If A is the empty set then A has no elements
and so all of its elements (there are none) belong to B no matter what
set B we are dealing with. That is, the empty set is a subset of every
set.
Another way of understanding it is to look at intersections. The
intersection of two sets is a subset of each of the original sets. So
if {} is the empty set and A is any set then {} intersect A is {}
which means {} is a subset of A and {} is a subset of {}.
You can prove it by contradiction. Let's say that you have the empty
set {} and a set A. Based on the definition, {} is a subset of A
unless there is some element in {} that is not in A. So if {} is not a
subset of A then there is an element in {}. But {} has no elements and
hence this is a contradiction, so the set {} must be a subset of A.