Are there economic journals which are keen to publish puzzling empirical observations?
Was he right? No.

Has the situation changed since 2002? Yes, there are lots more journals, and much higher diversity of publishing. Sadly, that also means there are also a lot more venues that publish at the bottom of the quality scale: one even shares a name with you.

Are there decent economic journals which are keen to publish puzzling empirical observations? No, generally they'll look for something well-written, novel, intelligent, and within the journal's scope. Just being a puzzling empirical observation simply isn't enough for any decent venue. You'll want a blog for that.

As for a slice of historical publishing of puzzling empirical observations, why not try a Google Scholar search for "productivity puzzle"?