Don't return Link header if it's blank

I think it's better not to include the Link header at all if it's empty. I think that's standard practice. GitHub's API, for example, does not return the Link header if there's no pagination information. I added `unless links.empty?` to prevent the header from being returned if it's empty, and modified the test as well to check that the list of headers does not include "Link" in that case.