Is the message-response truly blank?
Particularly in a truly time-involved message conversations to help the recipient locate the particular response quickly we normally add our responses directly into his body and optionally with some font colorization. It is customary in those cases to add a simple text like 'Please find my comments in <preferred color>' or just leave it blank with the sig alone.
I recently encountered a piquant situation with a Google Apps powered messaging system. Despite the fact that one of the original messages was colored, the messaging system still thought it was original text and hid it within the 'Show Quoted Text' color. Just a second before responding to the user that 'Your response was blank', I just gave a quick search through the quoted text to find this discrepancy of the messaging system.