Power steering pump makes the "empty" sound all the time.

Yes!

I have noticed the same with Ford PS pumps, when they get old they make a distinctive sound that they don't when new.
Having worked as a Ford tech for a number of years their pumps are very sensitive to air in the system & it's hard to purge....

Rule 1 when servicing a P/S system do not just fill the reservoir & start the engine expecting to top off the system.... Instead fill the reservoir, disable the ignition, crank the engine for 15-20 seconds, top off the reservoir, crank again, recheck the reservoir... Now start the car....

Rule two, if the pump is already whining you might get lucky if you can put the reservoir into a vacuum and run the engine for 15-20 minutes... I have a Ford P/S pump cap that I modified by opening up the vent hole so a vacuum fitting could be epoxied to it... Swap caps, attach a vacuum hose to the cap and to a vacuum port on the engine... Start the engine & let it run at a high idle, occasionally turn the steering from lock to lock.... If the whine goes away it was air in the system... It not the pump most likely has internal damage...