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The answer was yes few years ago. Does it still apply as per 2020? If so, why I cannot find any blocks with no transactions recently? Is it not easier to mine blocks with no transactions?

Also, if it still applies, are there any mining software that would allow it? Cgminer and bfgminer are so old, are they still in use and what are you using guys?

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The answer was yes few years ago. Does it still apply as per 2020?

Yes, changing that would be a consensus change and require a fork of some kind.

If so, why I cannot find any blocks with no transactions recently?

Because it's more profitable to include transactions. Miners want to make money, and with the diminishing block subsidy, they will want to collect as much in transactions fees as possible, so they have to include transactions in their blocks.

Is it not easier to mine blocks with no transactions?

The amount of transactions in a block has no effect on its difficulty. It may be nominally "harder" because a bit more logic needs to be done to collect and choose the transactions to include, but this is negligible and the fees collected far outweigh any benefit to mining empty blocks.

Also, if it still applies, are there any mining software that would allow it? Cgminer and bfgminer are so old, are they still in use and what are you using guys?

AFAIK, both cgminer and bfgminer are still maintained. Old does not mean bad. They can mine empty blocks if whatever node provider they are connected to gives them empty blocks to mine.

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Link shared in the comment by 'saxtheowl' and answer by 'achow' covers almost everything. Still would like to add few things:

why I cannot find any blocks with no transactions recently?

There are more than 15 empty blocks mined in Dec 2020 until now: https://blockchair.com/bitcoin/blocks?q=transaction_count(1)#

The number of empty blocks might have reduced in last few months because of improvements in bitcoin core or the way mining works. Example: Stratum v2

One interesting point about 'Bitcoin Knots' and block size mentioned by Luke Dashjr in a conversation related to mining and empty blocks:

Bitcoin Core removed code for miners to limit block sizes, so miners need to run Knots if they decide to do it. Slightly annoying, but perhaps ability to just use Core may be a small incentive.

https://twitter.com/LukeDashjr/status/1264271981072969729

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