That’s not an () for Any, that’s just the () that instantiates an empty Dict:
julia> Dict{String, Any} # This is just a type, not an object of the type!
Dict{String, Any}
julia> Dict{String, Any}() # Adding the () actually creates an instance of this type
Dict{String, Any}()
julia> Dict(letter => Dict{String, Any}() for letter ∈ 'a':'e') # a dict comprehension creates a dict where the values are other dicts
Dict{Char, Dict{String, Any}} with 5 entries:
'a' => Dict()
'c' => Dict()
'd' => Dict()
'e' => Dict()
'b' => Dict()