Control + left mouse click on a small preview of a layer in Layers palette usually creates a selection based on alpha channel of the layer.
However, it creates an empty selection when the layer is hidden/disabled.
I suppose it's just a shortcut to something like "Composite Alpha - Load to pixel selection" (it does similar thing) but I don't think anyone would like to get an empty selection just because the layer is currently hidden so it feels like a bug. Please change this behaviour.