Don't know if you have to worry about it but I don't. I've had one for 10 years and it's never frozen and I'm certainly in the freeze zone.
The way I understand it, air pressure on the dry side of the tanks rubber bladder completely empties the tank, or pretty close to it, when there is no water pressure in the system. As the water pump applies greater water pressure the rubber bladder in the tank backs off allowing water in the tank.
I do use RV antifreeze which gets blown out right after I put it in.