In order to file a return you need to either have taxable income/loss or have an active business connections with the United States. You cannot just voluntary submit return with all zeros.

Going even further W7 requires original, notarized or certified copies of some of you documents submitted along with it. Not sure how things work outside of the USA but in many states to get notarized copies of the documents is simply impossible (have personal experience with North Carolina, South Carolina and Georgia).

Then you have to establish some type of US credit history which is a challenging task even with a SSN leaving alone with an ITIN...

I will not continue this list but trust me that getting a US credit card for someone not eligible for SSN and not permanently residing in the US is next to impossible. PM me is you need any further details.