How to explain this behavior of the CASE?

There is a behavior CASEthat has always produced a certain doubt in me. Normally if I see this code:

case when id = 1 then 1 else '' end

I usually change it to something like this:

case when id = 1 then 1 else 0 end

O well

case when id = 1 then 1 else NULL end

That is to say, I am generating a column that, a priori, would have a numerical value, so it does not seem consistent in ELSEreturning a string, even though it is a "blank", so it seems more consistent to me to return a numerical value or in any case a NULL.

However, this code is fully functional, and the blank returned is somehow coerced to a 0.

select id,
    case when id = 1 then 1 else '' end,
    case when id = 2 then 1 else '' end
    from (select 1 as id union 
          select 2
          ) T

+---+---+---+
| 1 | 1 | 0 |
+---+---+---+
| 2 | 0 | 1 |
+---+---+---+

However if instead of a blank ''string we return another string:

select id,
    case when id = 1 then 1 else 'no' end,
    case when id = 2 then 1 else 'no' end
    from (select 1 as id union 
          select 2
          ) T

Msg 245, Level 16, State 1, Line 73
Conversion failed when converting the varchar value 'no' to data type int.

What is this behavior due to? Is this documented somewhere?