Come to think of it, this was indeed with a local view. If there are no records returned for a remote view, an empty cursor is not created in VFP unless one already existed. So Michael's explanation on how remote views with NODATA are handled make sense.

If the where clause has 1=0 in it, how can that be optimizable? This is also starting to clue me in on a local view I have on a very large table when I open that view with NODATA. The view is parameterized and the parameter is indexed, but that view is very slow to open. Makes me think the 1=0 in the where clause is doing this. Now that I have the SQL VFP uses, I can test this.