Currently, maps are sized and positioned automatically based on the data selected. If no data is available (i.e. all points are filtered out), there is no information on which to size and position the background map, so it makes sense that it would vanish.
However, if a map is pinned to a specified size and position, it would be nice for the background map to remain visible even when no data is displayed (no points, no filled polygons)..
Additionally, it would be nice to be able to set a default size and position (e.g. the entire country) for unpinned maps in the same situation.
These things would reduce confusion and improve the experience of many users.