This is intentional, as an empty homepage is not a typical user scenario. You can hide the categories label via custom CSS, or custom JS if you want to hide it only when there are no categories.
That's pretty much how all the old-school BBS's ran back in the day. I was running WWiV on C++ doing my own mods and compiles in the middle of the night after everyone logged in for their daily turns on the games.
The way information is now it's so much more accessible... almost dirty.
