I always put on an empty holster also. It just seems like the right way of doing it.Because when you take off the duty belt and maybe your body armor, you remove the pistol from the holster to get redressed. Maybe I'm paranoid, but I just can't sling a gunbelt around me with a pistol in the holster, it feels unsafe. I take the weapon out and reholster once the belt is secured and keepers on.
Additionally, even though I'm plainclothes now, I've been around during two shootings in a precinct house. I'm vulnerable enough already, no way I'm leaving a pistol hanging on the hook out of arms reach on the job.
Kinda a habit, like being sure my new fatboy belt is broken in and can be unfastened in an emergency !