As PRADEEPCHEEKATLA said, it's the designed behavior and we are afraid that the option to remove empty buckets from board view is not available in the SharePoint at present.
Meanwhile, to get this option in the SharePoint, I recommend you give suggestion in the feedback portal. Many features of current products are designed and upgraded based on customers’ feedback. With requirements like this increase, the problem may well be released in the future. Thanks for your understanding and support.
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