If there's no film in it and the counter has hit the end, then the film advance lever normally does something to prevent further advancement. Like disconnects or locks.
Ok.. let me be more specific... Without film, None of the Pentax manuals (S1a, H1, H3, K, H1a, Spotmatics, LX, ME, MX, ME-super, ME-F, Spotmatic ES, K1000), none of my Canon's do it(A-1, F-1, AE-1, Pellix, Canonets ALL of them), my Minolta XG, none of my Leica rangefinders do that, and none of the other 35mm cameras in my collection do it. The counter just hits the highest number and sits there. MOST cameras do not have the advance lever tied to the counter. The camera will continue to advance and trip without any lock. The Sigma is a camera based on the K1000 internals (IIRC / like many cameras of that time) which equates to the same mechanisms as the K1000 which does not lock at the end of the counter. The film counters will reset once you open the door (on most cameras) but this is still independent of the film advanced lever. Perhaps the Nikons work differently.
[EDIT] The Sigma SA-1 is a rebadged Ricoh XR-7 with Kmount not the often copied K1000 [EDIT]
What you are describing is behavior when film is LOADED. The film is pulled into the take up spool. Once the last frame has been reached, that end of the negative is taped to the main spool which means it won't allow you to advance. If you advance the leaver hard enough, you can tear the negative (don't do that). That would translate into a "locked" advanced leaver. Without any film in the camera, the advance lever will happily spin the takeup spool and reset the shutter forever.
Two things that come to mind:
If the mirror is in the up position, the shutter mechanism is jammed. Need repair.
If the mirror is in the down position, the shutter mechanism might be ok but the ratcheting mechanism in the advance is broken. This can occur of you are advancing/tripping too quickly and try to advance prior to the shutter mechanism resetting. Battou is right. Dry firing normally won't do damage. (I do it occasionally just to hear the quality of a nice shutter.. lol)