When I tell people (who ask) not to bring anything, I mean it. So, when people tell me not to bring anything, I take them at their word. Now, sometimes, depending on the way they say not to bring anything, I might ask again. So for exampe, I might then offer to bring a bottle of wine. Or I might just bring the bottle without asking in the first place, again, depending on the situation.
But when someone emphatically says not to, then that's the end of it.