In earlier builds people would sometimes complain that their .cap files were corrupted, but that hasn't been a problem in a long time as far as I know. I've never heard of a .cap file coming up blank like that, though.
Even so, crashes and glitches might occur when you least expect them so you should always make regular, sequential backups. That way if something does go wrong you will only lose maybe half an hour of work instead of five hours. Construct is still in beta, you know... you have to cover your butt
What's the filesize on that empty .cap file you have? Is it truly empty or does it just appear to be empty? If it's larger than a regular blank .cap file should be then I'm sure the devs would want to take a look at it, so you should post it to the tracker.
If it is just a plain old blank .cap though, I would try to remember the steps you took in saving it to see if you can recreate how it messed up. These kinds of bugs that only happen occasionally are hard to track down unless the devs have some clue about how to isolate the problem.