It depends on how big the crocks are — 5 gal? 15 gal? Bigger? — and what you intend to plant.
Adding filler reduces weight and soil volume and can also raise the perched water level. If you want them moveable and are planting something that doesn't need all that soil, lightweight filler is fine. If you plan to install a shrub or small tree, you'll probably want more soil.
Either way, if your potting medium drains well and the crocks have drainage holes , water shouldn't collect in the bottom. But water in the soil can freeze and expand. Some clay and ceramics are highly susceptible to freeze damage — I think it has to do with firing temperature. No telling whether your crocks are high-fired or not. Are they vintage? Decorative? Designed to be planters?
Location makes a difference. It's actually better if they are not subject to constant freezing and thawing, so keeping them out of a spot that receives direct sun during the freezing months can help preserve them. If you're going to use them only seasonally, Catpaworchid's suggestion to cover them from rain is a good Idea.
In short, there are many more variables to consider besides the two choices you presented. I'm zone 7b and leave my large glazed ceramic pots out all year, some with soil and perennials, some empty. No problem.