Filter by Category with zero record result set should not reset web UI

When I choose to view my data by "only requests that were blocked by category" the experience of the web application changes and presents me with a new dropdown element named "Category".

It defaults to "All Categories" - Perfect.

I select a sub-category, like 'Adult Themes' and apply the filter - Great, I see results.

Here's where I get frustrated, and I'm sure other users are as well.  Now, on the same exact screen, if I select a category that will return NO results like "Financial Institutions", the entire web user interface changes.

The two drop-down elements on the page that allow me to select both the level and category disappear completely and are replaced by the text: "Oops! We don't have any data for you. Try searching a larger range or go surf the net to generate some data."

Got it, I know there is no data. However because the experience has changed, to get back to the same screen the user has to:

- Change the domains drop-down to 'blocked domains'. 
- Click on the Apply button 
- Wait for results 
- Change the filter view to "only requests that were blocked by category" 
- Then select another category and tap Apply

Now we're back to where we started.

Making a user jump through all these steps just to select another sub-category is really a poor experience.

It would be a more elegant solution to keep the UI/UX the same and just tell the user: "Oops! We don't have any data for you. Try selecting another category."

I attached some screen captures and created a mock-up screen that might help get the point across:

- Filter View = This is the filter screen a user sees when they are about to select another category 
- Filter Results = This is the screen a users sees after they have filtered by a category with 0 results - BAD. 
- Expected Results = This the mock-up of what I expected to see after selecting a category that returned 0 results - GOOD.