I believe there is a misconception. I feel, you meant to say, the subquery does not return any record which is not the same as returns NULL.
In any case, I suggest you to use the "insert select" construct, see examples in https://www.postgresql.org/docs/current/sql-insert.html, e.g. "NSERT INTO films SELECT * FROM tmp_films WHERE date_prod < '2004-05-07';"
