> but what I really don't get is that the loop variables are not defined if you iterate over something that is empty

if you conceptualize how a for-loop has to work as a while-loop using Python's iterator protocol (which is the only way the iterator protocol itself makes sense), it seems pretty intuitive.

That is, this:

  for item in items:
      ...1
  else:
      ...2

becomes, approximately:

  try:
      while True:
          __hidden_iter = items.iter()
          try: 
              item = __hidden_iter.next()
          except StopIteration:
              raise __NormalLoopExit
          ...1
  except __NormalLoopExit:
      ...2

If you have an empty loop, the first assignment doesn't complete (instead raising StopIteration in evaluating the right side, which raises the notional exception __NormalLoopExit, which invokes the else: clause, if any) so the variable never gets around to being created.