There is no explicit setting to prevent an Export activity from exporting an empty file.
We have raised a request with Engineering for this and as soon as I hear back from them I'll revert back here.
At the moment, the only workaround I can think of is, you should use an Incremental query activity. With this activity, if you run it with the scheduler and on the next day there is no new record it will not pass the execution to export activity.
If your plan is to export the same data every day then this might not be the right approach but I believe using Incremental query should help you as you will always have a query to fetch records based on a condition. Be aware if the data pulled by this query activity was also reported on any of the previous executions, it will exclude the data implicitly.