When letting an element be an arbitrary member of a set $A$ do I always have to account for $A =\emptyset$?
E.g., if I wanted to prove (an incorrect) theorem $$ \forall A,B,C,D : A \times B \subset C \times D \implies (A \subset C \wedge B \subset D).$$
I would let $x$ be an arbitrary element of $A$ but I cannot proceed with the proof without considering the case when A is $\emptyset$. Do I always have to do this whenever I pick an arbitrary element of a set?
You have to account for it. However, this is often automatically done, because any statement in the form $$[\forall x\in A, P(X)]\equiv [\forall x,(P(x)\vee\neg x\in A)]$$ is always true when $A=\emptyset$.
You must be careful when you make an existence claim, because any satement in the form $$[\exists x\in A,\ P(x)]\equiv [\exists x,\ (x\in A\wedge P(x))]$$ is always false when $A=\emptyset$.