nil being self-evaluating is not strange. Since nil is a symbol it can be defined as a constant. So there is nothing to stop a Lisp implementation saying (in CL):

(defconstant nil 'nil)

just the same as

(defconstant t 't)

What is strange is these things:

strange thing	true in CL?	true in elisp?	true in Scheme?
() is a list but not a cons	yes	yes	yes
() is both a list and a symbol	yes	yes	no
() is self-evaluating	yes	yes	no