If we are looking for the most simple and least nefarious explanation, then we would say that there was a hard drive in it at some point and he was using it, but the hard drive was removed. Again, most simple explanation: Paddock himself removed it before the shooting and disposed of it somewhere offsite.
There are other explanations. He could have been using an external drive of some kind. The drive (internal or external) could have been lost or misplaced by the authorities. An accomplice or accomplices could have taken it, etc., etc.
True. It’s when piece after piece of oddities occur, they begin to form a pattern.