I suspect that you're building this view using the Gutenburg editor correct?
If so then you're going to have to go to the page that contains the view and edit it.
Select your entire view block and on the right hand side with the Block options you will see Custom Search. Select this tab and then toggle off the option "Show only filter options that would produce results". See Screenshot.
This should allow your filter to display all the options.
I tried making the view using Guthenberg and applied the same options as on the screenshot. I can see the categories on the backend but not when viewed on the frontend.