I am a bit black and white on this.
In math a statement is either true or false.
As such an ill defined statement is false.
IMO the statement "The empty set is a metric space" is true, since it is well defined and true.
Another true statement is that "The empty set, without any metric attached, is not a metric space", which is of course what you mean.
I do agree that students should be made aware of the distinction, but I think it is wrong to say, even formally, that the statement "The empty set is a metric space" is false.
micromass said:
And people say Z/nZ is a group without troubles and they're not wrong.
It's not exactly without trouble.

I've asked students countless times what the operation is belonging to the group Z/nZ, addition or multiplication?
Until now, I've only had blank stares and had to explain that it is addition.
And then get a second blank stare when I asked which related group has multiplication as its operation.