Discovered this when slicing an object with column supports (like supports generated by B9 software.)
I had used "0" for fill density to generate a hollow print. Looking at single layer visualization of slic3r output in Repetier Host I found that the support columns were placed over hollow spots in the support feet. For any non-zero fill density (even something like 0.0000001) the hollow spots don't exist.
So I drew a few test objects and verified that if an object has a horizontal surface with additional geometry on top of that surface (like the foot and column of a column support), if sliced with zero infill the topshells will have "cutouts" in the shape of the additional geometry. The result is that the additional geometry sits over hollow space and is not attached to the shells or surface below it.
If sliced with a non-zero number for "Fill density" the topshells will be solid, as they should be.
Conclusion: if you want hollow objects don't use "0" for the fill density, use a tiny non-zero number (such as 0.0000001).
