I would argue that seeking truth and knowledge does not in fact leave a person feeling empty inside. Simply looking at personal experience and the experience (and writings) of others are probably the two best methods for proving this.
Think, for example, of the typical academic growth and development of an elementary school student. In 1st and 2nd grades, students begin learning basic elementary math concepts, the ideas of addition, subtraction, multiplication, and division. But in 1st and 2nd grade, a child does not have the world experience to understand why these concepts are both important and helpful in life. Then, as students progress in grade level, the basic math concepts are applied to more abstract and difficult mathematics, like algebra and geometry. Even in high school, students complain that such lessons are "pointless" or impractical. But most adults who live and work in the real world can site daily examples of where we've used and applied basic truth and knowledge of math. Though such an example does not necessarily tap into anything strictly religious or spiritual, the idea is the same.
As humans grow and develop, both socially and intellectually, we move from the infant stage of self-centeredness, to understanding how we belong in and function in a society. As we master living peacefully among others in community, we naturally seek to understand what our place is in an even bigger sphere, the universe. This is where seeking spiritual or religious forms of truth and knowledge often come in to play. For people who, like me, have grown up in church-going and spiritual families, the seeking of higher spiritual truth has only been a journey of constant growth and fulfillment. Questions of higher truth from my childhood and teenage years have more than been answered in my adult life, especially as I watch my own children grapple with the most basic of life lessons. Solomon, the author of several proverbs of wisdom said, "Blessed is the man who finds wisdom, the man who gains understanding" (Proverbs 3:13, emphasis added). There are proverbs from many other religious and historical backgrounds that also suggest the pursuit of truth and knowledge results in blessings.
What I think you might be referring to in your question, however, is a common feeling of those who, when in pursuit of knowledge and truth, come to realize exactly how small and insignificant humans really are in the big picture of the universe.
Like Socrates said, "The only true wisdom is in knowing you know nothing."
We seek truth and knowledge in order to fulfull our personal desires. It does not leave us empty inside because we seek understanding. However, it is the aftermath of truth that causes us to feel uneasy. It is important to fully grasp the concepts of what we are seeking and be willing to accept what is to come from finding out that truth or knowledge. Knowledge is power! Truth is fulfilling! But at what cost will you pay for the knowledge and truth that you are seeking.