You can modify this behaviour by adding a custom filter to your functions.php or as a plugin:
add_filter('get_terms_args', 'wodruoso_terms_args', 10, 1);
function wodruoso_terms_args($args) {
/* note: I am checking here that we are in WP Admin area and that it's
* search by category name to minimize impact on other areas
*/
if(is_admin() && isset($args["name__like"]) && !empty($args["name__like"])) {
$args["hide_empty"] = false;
}
return $args;
}