It's just anecdotal evidence, but I can personally confirm this. I submitted a FOIA request to see what various departments had on me. Perhaps I should be thankful that I'm not interesting enough for them to have compiled any information on me, because all of them came back with a generic letter stating that they didn't have anything for me.

The exception in this case was with the NSA, in which case they stated that they weren't going to divulge anything, much like the letter in the URL above.

Your example is not a Privacy Act request, it's a standard FOIA request. Asking for your own personal information is different than asking for information about someone else.