I think I see your error. I'm not quite sure what you mean by state, but let me try to informally translate the definitions you gave to symbols.
$\models A$ means that
$$\forall_{states} A,$$
whereas $\Gamma\models A$ for a collection of statements $\Gamma$ means
$$\forall_{states}\left(\left(\forall_{\psi\in\Gamma}\psi\right)\implies A\right).$$
Note the careful parentheses in this second definition, since I'm fairly sure the error is one of misinterpreting the grouping of the quantifiers and symbols here. If I now put $\Gamma=\varnothing$, then I have $\forall_{\psi\in\Gamma}\psi$ becomes vacuously true, or in other words
$$\varnothing\models A$$
means that
$$\forall_{states} \mathrm{True}\implies A,$$
or
$$\forall_{states} A,$$
since $$\mathrm{True}\implies A\text{ if and only if }A.$$