When I delete the last file in a particular folder foobar200 posts up a message telling me there is an empty folder and do i want to delete it.
I wouldn't want foobar2000 to automatically delete empty folders without telling me. I might want to keep it.
Anyway there is nothing to stop you searching for and deleting empty folders using file operations. Although I make it a habit to only delete files in my music collection outside any media player.. It's a lot safer that way.