But we are operating under predicate logic. The negation of “all marbles in the bag are black” is “there is a marble in the bag which is not black”. Then, clearly the latter statement is false in the case of an empty bag.
In fact, we can confidently claim falsity for any given statement of the form “there is a marble in the bag such that…” when the bag is empty. Therefore, by the law of the excluded middle, its negation is true, so statements of the form “all marbles in the bag are…” are vacuously true when the bag is empty.