I'm trying to download the dataset now. Meanwhile, the picture of the dataset is in the Robinson projection, not a geographic coordinate system. What extents does it have? If you add just this data to a new map, what does it look like?
Getting "empty geometry" sometimes means an incorrectly defined coordinate system on the input dataset. The software interprets the coordinates according to the coordinate system, but they don't actually make sense.
(data is 1/3 downloaded...)