I think it's the bowel pressing on the bladder and making you think you want to go wee. Funnily enough recently I have found that having a small drink (about 125ml) makes me feel less like I want to go.
Try having a wee immediately after a BM - you would think all of it would have gone, but I find that there is always some left in my bladder and that I won't need to go so soon again afterwards!
My daughter used to get UTIs when she was young, and they said it's quite common for people who get those to not totally empty the bladder when they go, and contributes to the UTI problem. Sitting a little longer and squeezing the lemon a second time was recommended.
But thinking you need to go and finding there's nothing there is different. I get that sometimes, and it's to do with pressure on the bladder, in my case from problems in my connective tissue. I keep doing exercises to try and fix the problems with my connective tissue, and they retension it, slackening off some places and tightening others, which means pressure is relieved in some areas, and created in others. So I get this for short periods, and then it suddenly goes away when the pressure shifts. I get something similar in my bowel sometimes as well, thinking I need to go when I don't. It's just pressure caused by something other than waste. Could be the bowel, like Maureen suggests, could be gas somewhere in your gut.
Maureen's comment about a small drink helping is interesting - I hadn't noticed that with liquids, but I have noticed sometimes my digestive system feels a bit uncomfortable - again, probably from pressure from overly tight connective tissue - and eating a meal completely clears it up.
Have you tried seeing whether different positions and postures affect your feeling that you need to go (when you don't)? It might be there is something you could do with posture, or with some simple exercise of the parts of your body near where the problem is that might shift the pressure a little and ease the sensation.
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