This happens in Writer and Calc. Libre Office Version: 6.1.2.1 (x64) on Windows 7 . The Helpfile installation completed successfully.
Can’t answer the question why it wouldn’t show up in your installation, but the Help is also available at https://help.libreoffice.org/ (which should automatically be surfed to if the offline Help was not installed).
Note that you need to have JavaScript for at least the help.libreoffice.org subdomain enabled in your browser.
Can you please clarify what “causes an empty file to open” means?
Can you provide a screenshot (or a link to one)?