According to the docs, the body of fat arrow function can be written as either a single expression or a series of statements wrapped into {} (just as you write bodies of plain old functions).
The point is, if parser encounters { after the =>, it goes with the second option. Now, it doesn't matter whether or not you use empty object literal or full object literal (like { a: 2 } in the first edit of this answer) - it's never treated as object literal, only as a function's body.
And what happens if function doesn't have a return statement? Right - this function returns undefined. That's why you get three of those as result of map (both for => {} and for => { a: 2 }).
To get three empty objects instead, just wrap {} into (), like this:
[1,2,3].map(i => ({}));
... as it forces the parser to go with expression path.
