Why/when does SQL Server evaluate the probe side of an inner hash join when the build side was empty?
Not running the probe side of the join when the build is empty is an optimization. It is not available for parallel row mode hash join when the probe side has a child branch i.e. when there is an exchange operator.

There was a similar report many years ago by Adam Machanic on the now-defunct Connect feedback site. The scenario was a start-up Filter on the probe side, which ran its child operators unexpectedly. The answer from Microsoft was that the engine requires a guarantee that certain structures are initialized, and the only sane way to enforce that was to ensure the probe side operators are opened.

My own recollection of the details is that not initializing a sub-tree led to hard-to-fix parallel timing bugs. Ensuring the child branch started up was a work around for those problems.

Batch mode hash join does not have this side effect because the way threads are managed is different.

In your particular case, the effect is more pronounced because the hash aggregate is blocking; it consumes its entire input during the iterator's Open() call. When there are only streaming operators on the probe side, the performance impact will often be more limited, depending on how much work is required to return the first row to the probe side of the hash join.