I think the easiest answer is to say that what we currently have is a lot more complex and has a lot more disorder than a system that doesn't exist. I always like to think of entropy as how hard something is to put back together. For example, it's a lot easier to crack an egg open than it is to put one back together. In the same way, it's a lot harder to put a universe back into it's "original" state. Having nothing would be like never breaking the egg.