Take this toy code:
df       <- data.frame(a=seq(10), b=rep(1:2, 5))
df.empty <- subset(df, a>10)
byy       <- by(data=df,       INDICES=df$b, FUN=function(x) x[1,])
byy.empty <- by(data=df.empty, INDICES=df.empty$b, FUN=function(x) x[1,])

class(byy)       # "by"
class(byy.empty) # "by"

is.list(byy)        # TRUE
is.list(byy.empty)  # FALSE!


This behavior already messed up stuff elsewhere:
https://github.com/Rdatatable/data.table/issues/5258

I'd say any questions about the class of an object (whether 'class' or
indirectly by 'is.**')
should not have the answers depend on the specific contents of the object.

Does this qualify as an R bug? Am I missing something?

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