A wrong answer at least shows how you were thinking. A blank one hides it from everyone, including you.

Writing something down leaves a trace of your reasoning, which is the only thing anyone can actually help you with. Blank space gives the teacher nothing and gives you nothing either, since you never find out where your thinking would have gone off. Leaving it empty protects you from seeing the mistake, and seeing the mistake is the part that fixes it.

Put something on the page every time, even when you are fairly sure it is wrong. Show the step you would take if you had to guess. When it comes back marked, you have a map of your own thinking instead of an empty box.