Unloaded power transformers consumes very little real power. Similarly, will an empty microwave oven consumes very little power too compared if it is loaded full with food? If this is true, can we deduce the microwave oven is more efficient in cooking food compared to the conventional oven with resistive heater?
No.
Apart from the uncertainty in your assumptions, there are too many uncertainties to make it at all obvious that your main premise is correct.
A "Microwave Oven" (MO) often will be more efficient than a resistive-heating system doing the same job. But, this does not have to be the case.
A microwave heating system is based on a simple self oscillating UHF energy source. The design is such that operation unloaded is if not forbidden, at least often spectacular. Run a MO with no contents and you may well damage it. So the unloaded efficiency as implemented can never be tested.
But, even if the oven was designed to operate unloaded and did use much less energy than when loaded, there is no direct correlation with the behaviour f a resistive heating system. A perfectly insulated resistance heating system draws no "power" when empty and at temperature. Efficiency = 100%. As food is introduced, energy required to heat the food to cooking temperatures is required, and this takes energy. 1 kWh is required to raise 10 kg of water by 85C (1 kWh = 850 litre.degree-C). As long as core temperature is not above 100C and most water in food is not boiled then it only takes about 100 Watt.hours to raise 1 kg from say 14C to 99C. After that, super-insulation allows minimal heat input - look at eg "haybox cookers" and similar.
The main gains in microwave cooking are achieved by the heat being generated within the food, or outer layers of thick food, rather than having to penetrate mainly via conduction. While this does often allow energy gains wrt external-heat systems these could be largely overcome by suitable design - the differences are more ones of practice than differences in technology per se.
A "haybox" cooker gives a good indication of what can be achieved.
I bought a Chinese crockpot / "slow cooker" and was surprised at how hot the outside got. On dismantling it I found that there was NO insulation . The heating element was a strip heater wrapped around the cooking container housing. A thin sheet metal outer went over the cooking assembly. Wrapping the whole unit (which is thermostatically controlled) with towels works a treat :-). Care must be taken to leave an airspace around the controls and at any other locations where heat buildup may cause problems. ie while this is largely a matter of common sense, do not do this if you are not CERTAIN that you understand rhe implications and risks.