I don't understand your requirement.

That is exactly what is should do because there is a delimiter on the
front.  If your delimiter were / and you wrote

"/abc/def/"

you would expect "" abc def ""

if you wrote

"abc/def"

you would expect abc def

I think your expectations are being warped by the curliness of your
delimiters.

So the way to handle it is when you are done strip the lead and trail
"", or strip all "".

Then you can dispense with the special case ^ and $.
You could even shorten your regex to

"\\{|\\}"

Not a one-liner, but you could use groups, e.g.:

jc@soyuz:~/tmp$ cat grptest.java
public class grptest {
 public static void main(String [] asArgs) {
   java.util.regex.Pattern p =
java.util.regex.Pattern.compile(asArgs[0]) ;
   System.out.println("    regex: [" + asArgs[0] + "]") ;
   for(int i=1; i<asArgs.length; ++i) {
     String sExpr = asArgs[i] ;
     System.out.println("input str: [" + sExpr + "]") ;
     java.util.regex.Matcher m = p.matcher(sExpr) ;
     while(m.find()) {
       System.out.println("    match: [" + m.group(1) + "]") ;
     }
   }
 }
}

jc@soyuz:~/tmp$ java grptest '\{([^}]*)\}' "{abc}{def}{X}{Y}"
   regex: [\{([^}]*)\}]
input str: [{abc}{def}{X}{Y}]
   match: [abc]
   match: [def]
   match: [X]
   match: [Y]