Android - Should Dalvik Cache be wiped in Android OS that supports ART?

No, you don't need to wipe it. It is probably still in recoveries because you could need it at some point, or developers just didn't remove it yet.

For me, dalvik cache folder is empty.

The Dalvik Cache is still in use under ART, it is the location where the .oat files (they contain the compiled application, compiled during installation ) are stored, they just didn't change the name. Source: 1

So Wiping may be necessary if ART related files were updated. Because it does no harm other than compiling all applications again, I suggest just doing it to be safe.