Using an empty bar allows you to work through slightly more range of motion than an ab wheel. The bar sits a little lower to the ground which means your body can fall flatter.
This will also place the points of contact (the bar and your knees, or feet if you're doing them standing) further apart. The further the distance between these contact points, the harder your abs must work to keep your lumbo-pelvic region positioned correctly.
In the first half of our two-part interview with Alwyn Cosgrove, the veteran coach talks about business, psychology, and the art of getting clients sore in all the right places.