Some streaming responses containing empty chunks lead to errors

Steps to reproduce:

1. Configure OpenRouter with the NVIDIA: Nemotron Nano 9B V2 (free) model with streaming enabled.
2. Ask the LLM, e.g., Write an introduction about XWiki.

Expected result:

The answer is displayed.

Actual result:

The answer stops with an empty error even before outputting any text.

The root cause seems to be an empty chunk in the SSE stream. It is not clear to me why this is happening, if we're improperly parsing the SSE stream or if there is really an empty chunk and if this is okay or not. It is an argument for using a proper library instead of our custom parser but it is also easy to fix for now.