Should I create a Factless Fact Table or Denormalise my table
Merge them.  Sometimes it's worthwhile to have a separate Addresses table, but generally it's simplest to make those fields of a single Customers dimension.  Because addresses are nearly unique, you're not going to save many records by hiving them out to their own table.

If your Customers table is really large, and addresses change relatively often then moving Addresses out as a Type-4 SCD could be a worthwhile optimization, but a small one.

If there's interest in analyzing customers independently of their specific sales (e.g., "20% of our top-100 customers are international"), you can absolutely add a NumCustomers dummy column to this Customers table to turn it into a factless fact table.