That module MAY export some functions, etc. by default, which action you can override with the empty parentheses. (You may find jasonk's statement clearer) But note, you will have access to those when your code includes use MyModule; and subsequently specifies some particular exportable therefrom.
So, if you wish to make use of some exportable function from a module when (and only when) a particular condition in your code is reached (think "dispatch table", for example) but another exportable function if a different condition is reached, you might find the empty parentheses useage handy (when followed by the likes of MyModule -> new in a dispatch table (or elsewhere).
Some other references you may find helpful:
- perldoc perlmod
- The Tutorials here, under the heading "Modules: How to Create, Install, and Use"
- Printed discussions such as those in "Intermediate Perl"