I wouldn't say "want" I would say "has a hormonal NEED". If you want them to hatch eggs, this is a good thing.
But there is no requirement to have eggs under them to have this need. I have no rooster so even if my broody girls had eggs it would be a wasted effort. My broodies will clamp down in a nest box that has nothing but pine shavings in it. I've not had any hens hatch eggs but my understanding is that a bird actually hatching eggs will get off the nest daily to eat, drink and poop. My broodies trying to hatch shavings will not get off on their own in that fashion.
I don't let them stay broody, it isn't good for their bodies. Incubation is 21 days but a "problem" broody won't quit just because the clock runs out. They do if you stuff some 1 or 2 day old chicks under them at 0 dark thirty and you don't have to wait until the 21st day.
Apparently little cheeping bodies is the alarm.