You could argue a super of empty frames might make a baffle against wind/draughts, between the entrance and the bb.
I most certainly would, for National deeps wintering on only the brood box. Maybe not so important if left with a super over the brood or, as in my case, running 14 x 12s. It was just one of the considerations when I changed from deeps to 14 x 12.
I reckon in really hard conditions the cluster may need to move upwards, away from the coldest area, and clearly there is not so much opportunity if the crownboard is only around 250mm from the OMF. The extra c.100mm of empty comb below must be an asset in very cold conditions.
In our rather temperate climate it may make the difference between survival, chomping through far more stores than otherwise, or losing a few bees through them dropping away from the cluster. Every little helps; in colder climates they may need more protection from the weather conditions - like a good covering of snow!
I often leave them with a shallow with frames widely spaced - perhaps only 7 or 8 in the box. No (well, much reduced) risk of wax moth invasion during the winter, should conditions turn out very mild.
It is also somewhere to store a few shallows and frames during the winter, as long as the hives are sheltered (from getting tipped over) or are securely fastened together. All helps to avoid keeping all stored supers and frames in one place ('eggs and basket' comes to mind).
RAB