I dispute this entirely. If Didi and Gogo had killed themselves, they would have been denying futility by doing what they spent the entire play unable to do - taking action to affect something. Their failure to even kill themselves makes their situation nihilistic, because it shows their inability to have any control over their lives, even right down to the decision as to whether they continue living them o not. They can’t do anything except wait for Godot, and that’s more through force of inertia than force of will.
The only things that really change in Godot are the surroundings - the tree dies (or loses it’s leaves - I forget) and Pozzo and Lucky grow increasingly more helpless and incapacitated. The play is an excellent example of what the OP is looking for.
I have a feeling Endgame could also apply, but it’s been so long since I’ve seen it/read it that I can’t really provide much in the way of detail backing up my assertion.
As for other examples, I would suggest a track by Auburn Lull called “Direction and Destination.” It’s a near-ambient electronic instrumental which manages to beautifully capture a near absence of anything, but never becomes dull. It’s entirely captivating, but it sounds like almost nothing.
Similarly, Imogen Heap’s “Hide and Seek” track is made up of only her voice, multi-tracked and treated with effects. It’s very beautiful and the interplay between the silences and the densely layered vocals makes the absence of other instrumentaton as important as what the song is made up of. Also, it nicely fits in with the actual lyrics, which touch on a new abscene - “oily marks appear on walls, where pleasure, moments, hung before,” or “the dust has only just begun to form crop circles in the carpet” - it’s about what happens after something, not thge event itself.
Or you could try the Ying Yang Twins’ “Wait (The Whisper Song),” which consists only of a drum machine emitting sub-bass thumps, finger-snaps and the Twins’ rap, which they whisper instead of shouting (as they usually do).
Then there’s the movie About Schmidt, in which the character’s emptiness provides the direction for the film, and just to add another level, there’s the fact that Jack Nicholson plays the title role in a manner almost completely devoid of Nicholson mannerisms.
I think the idea of absence plays a role in many of Shakespeare’s tragedies - King Lear, Macbeth, and Hamlet all feature the theme to some extent - see Lear’s descent into madness, for instance.
And finally, W.H. Auden’s poem, “Musée des Beaux-Arts,” which you can see here, is not so much about tragedy as it is about the world going on unaware and unconcerned with it.