What do you mean by the god is the empty set?
fairly simple, add one definition to it and you ignore a potential sum of others, or better said you deny a lot of other sets fitting within the same empty set.
On the other hand, based on a first set you can start building your religion, as your denial will be reflected as "evil". And your acceptance as "good".
But as you started from an empty set , this empty set eventually stays empty.
What we observe in the world are human defined gods who can't accept themselves for what they eventually are "empty".
as we all live in one empty set, we can choose our own view or set of observations and fill our empty set with prejudice and belief. Our only limit is self acceptance.
Look for the moment I'm very bio-centric in my thinking, what ever happens in my observation or my world around me is a reflection of my "empty" inside:D