Empiricism is completely material. It answers physical questions only. This is fine and it works.
However by nature it can never address metaphysics, or personal consciousness. YOU are the only confirmed conscious being in your universe. You are forever trapped in your own body, with your own mind, limits, and beliefs. In many ways what you personally believe is all that really matters.
This is why God is called a personal God. Nobody can be told what God is. You have to see it for yourself. He is metaphysical.
Imagine a pattern that only you could notice. For example, as you go through life, every time you meet someone and are in a good mood, you come away from the meeting feeling good and having made some connection. Every time you meet someone while you're stewing in negative thoughts, you don't make a connection and come away feeling socially awkward. After several years of this pattern repeating, you form a belief that life is trying to tell you something - that you should be a positive person to make friends. You apply the pattern and start making more friends.
Now imagine trying to prove the hypothesis that positive thoughts make you more friends. How could you show evidence? How could you set up an experiment? You can't control people's thoughts, and putting friend-making to an experiment would require making social meetings completely unnatural and thus make valid results impossible.