Yes, we can conceive things we don't perceive experientially. But the problem is that nothing is not a thing, it's a nonsense. Speaking about "nothing" is like speaking about a "square circle". We can't conceive a square circle, because a square circle has nothing to be conceived. We speak about it because we can conceive "square" and "circle" separately, and then we say : "let's say we join the two properties in one being". But we can't.
And when we speak about nothing, it's because we can conceive "no" and "thing" separately.