Structures that contain no blocks at all ('blocks' and 'palette' are both empty) will not load their contained entities, even with 'Include entities' enabled.

The attached structures are 1x1x1 and contain a pig each. 'PigAir' was saved with an air block, 'PigEmpty' using a structure void. 'PigAir' can be loaded as expected, with or without the pig depending on the 'Include entities' option. For 'PigEmpty' however, the pig won't ever get loaded, although you always get a success message in chat.