Energy consumption when cell phone charger connected to socket but not to phone
It's similar to how your TV 'off', but somehow is ready to respond to your remote control at a moments notice.  Well, that means something is actually 'on'.  Not a huge something, but something nonetheless.  It's the same for the charger.  There are components to assist with the charging that need to be ready when your phone is plugged it.  A voltage regulator, for instance, to regulate the charge voltage.  Many of these draw power even when doing 'nothing' (they are essentially always powering themselves even if they're powering nothing else). That means the device isn't 'off', but instead in standby - waiting and drawing power. Advances in electronics have helped us limit the amount of power required for these standby modes (it's orders of magnitude less than the amount of power used for charging) but it will never be zero for the simple fact that when you plug in your phone you expect it to start charging.  

If you're concerned about this, you can get something like this.  Its a power strip with a hard switch for every outlet.  If you don't want your charger to draw power when your phone isn't plugged in just flip the switch off - it will draw zero power.  When you want to charge your phone, plug it in and flip the switch on.  I can pretty much guarantee you you'll forget to flip the switch one night and end up with an uncharged phone in the morning.  At some point the standby from leaving the charger plugged in is worth it.