I've had these empty plugs on all my cars. Manufacturers tend to use the same wiring loom across several variants of the same car model. So if one model has, say, air con, and lesser spec one doesn't they'll have the same loom but only one will have that particular socket plugged in.
As Jactac says, if there's no loose wires with a plug to fit that empty socket, and if everything else is working and you have no warnings on the dash, then in all likelihood you're fine. It might even be something that would be used on the diesel engine's electrics but not on the petrol, or vice-versa.