Not necessarily. If you find a valid hash for an empty block, receiving SOME sats is always preferable to no sats. Discarding the empty block that you have a valid hash for will risk (read "virtually guarantee") that you don't find the block with the transactions included, and then you get NOTHING.

Even once the block reward is only a few hundred sats, which won't be for a LONG time, it's still better to get those few hundred sats than to get nothing.