I've come up with two reasons why I'd think sometimes is true:
- We define our universe arbitrarily: Usually we let $U=\mathbb{R}$ but that needn't be so.
- $U=\emptyset$ means, owing to the axiom of extensionality,$\forall x\in U(x\in \emptyset)$ and $\forall y\in \emptyset(y\in U)$. The latter is triviual because $y\in \emptyset$ is an absurdity but
If providing for all object $x$ there exists a set $S$ for which $x\in S$ (I don't bear in mind wheter this is a fact or not I just don't think so),
the former is a contradiction.