Hey Bjorn. Let me try for a counterexample. Consider a hypersurface in projective $N$-space, defined by one degree 2 equation with integral coefficients. When is such a gadget smooth? Well the partial derivatives are all linear and we have $N+1$ of them, so we want some $(N+1)$ times $(N+1)$ matrix to have non-zero determinant mod $p$ for all $p$, so we want the determinant to be +-1. The determinant we're taking is that of a symmetric matrix with even entries down the diagonal (because the derivative of $X^2$ is $2X$) and conversely every symmetric integer matrix with even entries down the diagonal comes from a projective quadric hypersurface. So aren't we now looking for a positive-definite (to stop there being any Q-points or R-points) even unimodular lattice?
So in conclusion I think that the hypersurface cut out by the quadratic form associated in this way to e.g. the $E_8$ lattice or the Leech lattice gives a counterexample!