Mine doesn't hold open on empty. And I don't think any of them do. I have a FA MP5. Always closes on empty.
One of the reasons the Colt M16 9mm guys win at subgun matches is faster mag changes.
MP5 =
1) Gun runs dry
2) Pull back and lock bolt
3) Pull out empty mag with left hand (does not drop free)
4) Reach back and get new mag with left hand and insert into magwell. Pull down to assure it is properly seated.
5) Pull down on bolt release handle and close the action
Watching someone do this you see the left hand does everything. It takes some time.
M16 =
1) Gun runs dry, bolt holds open
2) While reaching for new mag with left hand, push mag release with right trigger finger
3) Slam in new mag
4) Slap bolt release
Watch a guy who is good with an M16 and it is a blur. When the bolt locks open the empty mag is falling and the new one being jammed in before the old one hits the ground.
Trust me, it is WAY quicker with the M16. While the MP5 is a joy to shoot, easy to handle, accurate enough, reliable, etc. It does not match the M16 platform in my opinion.
If you hear different about mag hold open for the HK please email me in case I miss it. I would love that option.