Most artificial sweeteners sold in powder form contain a simple sugar or starch to add bulk and give the product free-flowing granules more similar to sugar. Since saccharin, sucralose, and aspartame all taste hundreds of times sweeter than sugar, they are used in much lower amounts, with bulk added for the consumer-serving preparations so that you don't have to add micrograms of sweetener to your coffee to get the equivalent sweetness of sugar. Either glucose (usually listed as dextrose) or maltodextrin are generally used, which is interesting since it means that sugar substitutes generally contain a small amount of carbohydrates. The little single-serving packets tend to have about 3 (kilo)calories each; in the US, the FDA allows foods with less than 5 calories to be labeled as "zero calorie," so they generally are.
I note that this study did happen to use all powder-form sweeteners (dissolved in water) which means that there would some small amount carbohydrate in the solution. That's a perfectly reasonable way to run this study, since these are widely used preparations of these sweeteners, but I do wonder if there might be a difference with a genuinely digestible-carbohydrate-free preparation.