Nope. I mean, healthy foods have calories, so they can supplement themselves partially through liquids too.

Or they could do a normal diet, meaning eating healthy food and working out, not living off liquid...

This sounds like the people in my nutrition class.

Vanilla Protein +ice +skim milk+splenda/ blender 30sec= YUM!

Not neccessarily stupid, maybe just slightly ignorant and naive. The majority of these types of "<specific food> diets" are based on childish belief in easy solutions, coupled with unrealistic presentations and, often times, outright lies.[See especially a massive amount of women-oriented magazines.] Instead of telling people that they need to follow the long, hard and nutrition-wise complex task of changing to a healthy diet, keeping it up and exercising a lot, these diets promise easy solutions by simply reducing your diet to one product. ["And it only takes 2 weeks!"] After being offered the choice of picking something that definitely works but requires a lot of effort, vs. something that supposedly works with very little effort, many people simply go straight for the second one... but instead of realising that these methods don't work, they simply jump from one fad to the next. And because they're so used to just trusting these methods blindly, they don't question the scientific basis behind them.

But most people know that milkshakes are inherently unhealthy

They're also crap for you and are worse than regular soda

I still have no idea how that works. I mean, there's stuff in them, so surely there is some energy content?

The sugar substitutes they put in them are not able to be broken down by the body like natural sugars so they just aren't used so no use=no energy.

Of course they're not good for you, but that doesn't change the fact that OP's definitive "all beverages have calories" statement was thoroughly wrong.

Celery has only 6 calories and it actually burns more than 6 calories eating and digesting it.

They don't. They have at least 1 calories and are anyway very bad for you in large quantities.

Black coffee also tastes better than many sodas

Same goes for tea.

^legend! Every fad dieter seems far more concerned with calories, sugar and fat counting... They seem to forget that their body actually needs those things along with the vitamins and minerals that come along with them