Well, Let me be the first one in 23 years to confirm this for you... I did it (twice!) when the car was off the road and only had a small amount of fuel in. I left it running to get it warmed through and it ran out... put 5 lts in and boom... no pump.I believe the fuel pump is cooled by the petrol surrounding it (the pump sits in the fuel tank). If you kept the ignition on with no fuel in the tank, I wonder if the pump has burnt out......
In 23 years I have not heard this as a reason, but if the fuse has not blown and if you do not hear the pump starting on turning on the ignition, it may be worth checking out.