It appears the default when there is no data for a state, is not to show the state at all. What property will force the state/country borders to show, even if the value for this area is 0 or null?
This partly depends on what map options you have set. I just pulled in the default US map and did a simple set of measures for 3 states. The rest showed up unless I turned on "Expand features". I think in that case, it is trying to maximize the displayed map and does suppress 'empty' areas. I am not sure if you can have expand turned on and still get empty areas displayed.