In VisualEditor, when you want to add a category through the dialog box, you are proposed existing categories only if they contain members (at least 1 member), and if you anyway write an existing empty category it is displayed as a non-existing category (its link is red in the dialog box). Note that the link color is always correct at the bottom of the page in editing mode.
Although there are some habits on some wikis to delete empty categories, it can be quite misleading and uncanny for some users, who expect to see as "existing" a category with an existing page, even if not currently used. A use case for such a scenario is conventionally-created categories (e.g. "Events in January 20XX"): before it gets used, it is only created, but it would be convenient to see it proposed.