This is interesting. I have a Bantam Cochin that just got through doing the same thing. Acted broody, staying in the nest box for several days, but very sweet and allowed me to check under her, etc., even though there were no eggs. Now, several days later, she's out of it and back to normal.
What I find more interesting is the talk of the upset of broody hens. None of mine get upset. I have a bunch of Silkies, a Cochin and a D'Uccle that all have gone broody, but all are as sweet as can be about letting me check under them or check them out. I can tell they want to be left alone, but there's no squawking or objecting, they're very calm. And my Silkies are normally SPAZZES, that run from me and freak out the rest of the time. So my best quality time is when they go broody, I get to pet them and they make sweet little cooing sounds. I don't think I even realized that broody hens got so grumpy!