(1 2 3) is a pair and we have a rule for evaluating pairs: unless the car is a symbol denoting a special form (1 is not one such), apply the car to the cdr. So we need to quote it if we want to get it as a literal.
() is a special list terminator object; it is not a pair—as this dotted list syntax shows—and it has neither car nor cdr, so our previous rule for evaluation does not apply. However we have another conventional rule: objects which are not pairs and are not symbols should evaluate to themselves. This applies to strings, characters, numbers, vectors... Why not to the list terminator?
() is a special list terminator object; it is not a pair—as this dotted list syntax shows—and it has neither car nor cdr, so our previous rule for evaluation does not apply. However we have another conventional rule: objects which are not pairs and are not symbols should evaluate to themselves. This applies to strings, characters, numbers, vectors... Why not to the list terminator?