No it's not an idiom.
If you break it down word by word, then it would be something like this:

'ada' = there is (presence).
'tidak ada' = (no presence), there is not, there is nothing.
'tidak ada yang' = there is nothing that.
'tidak ada yang tertulis di sini.' = there is nothing that is written here.
'Mengapa tidak ada yang tertulis di sini.' = "Why is there nothing that is written here?'
'Mengapa tidak ada yang tertulis di sini.' = "Why is nothing written here?'