I don't think you quite realize the extent or even the implications of the phrase "having no life". It means you have nobody to take a vacation with. Not even a relaxing long weekend in a nice hotel room or a cabin in the woods. It means having few or no outside interests beyond books, video games, televsion or movies. No interest in spending a week backpacking in the Grand Canyon, exploring Rome or hunting elk in Montana. No interest in seeing Machu Pichu, visiting Gettysburg, or listening to jazz in the clubs of New York.
More disturbingly, it means that the forty or more hours per week that someone without a life spends with his coworkers _is_ his life. That's it. That is where he spends time with his friends. When he goes out to lunch at the sushi joint or the Mongolian grill, that's the extent of his fine dining experience. Taking a vacation from work is tantamount to checking out of life itself. It's little wonder that these people don't want any more vacation.
I've worked with a few guys exactly like this. They work late and on weekends when it's unnecessary. They come to work when they're deathly ill. I've seen weeks and months of vacation time go unused when it couldn't be rolled into the next year. Some of these people would sleep under their desks if you let them. Because they can't stand to be away from the only thing in their lives that gives any meaning to their existence.