Bringing this back to the Pokemon follower topic, the only clip of the player without a Pokemon was in the Blackthorn Gym, where the player is simply seen crossing a moving panel in the puzzle. It may be that when you do actions such as this, your Pokemon is automatically returned to the Pokeball, in the same manner as when you would get on your bicycle, surf, go up a Rock Climb obstacle, etc. I don't want you to be forced to have a Pokemon out, I'm just saying the only evidence is a clip of the player crossing an obstacle which a partner Pokemon would seemingly be unable to cross.