Teasure maps do NOT lead to treasure

I have found a few treasure maps in underwater ruins or sunken ships. Every time i get to the “X” and dig around, there is no chest. No matter what world i use. Not only do i dig around the “X” but i also go a little bit beyond that area. I have dug so far down i went through many shovels and pick axes. This has happened in three of my worlds, and a couple of my friends’ worlds.