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.