No, because it does nothing to help keep pipes from freezing, and saves nothing in money. Even closing vents are going to do nothing, due to the system still will have the same btu output in the heating season, and still cool the same during the summer. We keep our thermostat at 60 at night and away, 68 when home. If you are able to shop for fuel or electric suppliers, I would do that first, along with making sure that the home has proper attic insulation, doors & windows have proper weather stripping to seal from cold air getting through the cracks, and outlets & switches are sealed to not allow drafts. Also, not leaving lights on in rooms that are not being used, placing dampers in the bathroom exhaust fan, also helps.
Changing to CFL's, using energy saving appliances, upgrading older hvac equipment & water heaters do also make some savings. It is better to be pro-active, than re-active, when it comes to saving money.
....and besides all of the above,
"Empty Nesters" may be a figment of your imagination as far as the future is concerned. My wife and I were also "empty-nesters" (we thought) and now just about four years later we have four grandchildren. In fact, two of the little darlings just left here. Glad to see them come for sure, glad to see them go.