Well....
SQL returns an empty set...there no are rows, so there is nothing there, so CR won't print anything.
What you could do is create the values in 'new' detail section that you dynamically hide if there are any rows...or conversely show if there are no rows of data.
I don't know of a function to check for no data off the top of my head, I can see working around it with formulas, but I would check for a way to determine if there rows first.
HTH