The following PHP is a plugin that shows all categories (including non-empty categories) in the Jetpack Widget Visibility dropdown. It typically hides empty by default...

show-all-categorys.php

<?php

if( ! defined('ABSPATH') ) {
	exit;
}

// inlcude this seperately from the other jetpack fixes
// because of widget visiability being loaded independently 
// of actual jetpack

if ( defined('DOING_AJAX') && DOING_AJAX
     && ! empty( $_REQUEST['action'] ) 
        && ( $_REQUEST['action'] == 'widget_conditions_options' || $_REQUEST['action'] == 'save-widget') ) {

	add_action( 'wp_ajax_widget_conditions_options' , 'psu_jetpack_widget_conditions_add_filter' , 5 );
	
	if ( is_array( $_REQUEST['conditions']['rules_major'] ) ) {
		add_action( 'widget_conditions_save' , 'psu_jetpack_widget_conditions_add_filter' , 5 );
	}

}
else if ( is_admin() && $_SERVER['SCRIPT_NAME'] == '/wp-admin/widgets.php' ) {
	add_action( 'in_widget_form', 'psu_jetpack_widget_conditions_in_widget_form', 5 , 3 );
}

// hook this early to add our thing 
function psu_jetpack_widget_conditions_add_filter() {
	add_filter( 'get_terms_args', 'psu_jetpack_widget_conditions_show_empty_terms', 10 , 2 );
}

function psu_jetpack_widget_conditions_in_widget_form( $widget, $return, $instance ) {
	$conditions = array();

	if ( ! isset( $instance['conditions'] ) )
		return;

	if ( ! is_array( $instance['conditions']['rules'] ) )
		return;

	foreach( $instance['conditions']['rules'] as $rule ) {
		if( $rule['major'] == 'category' ) {
			psu_jetpack_widget_conditions_add_filter();
			break;
		}
	}
}

function psu_jetpack_widget_conditions_show_empty_terms( $args, $taxonomies ) {

	if ( $args['taxonomy'] == 'category' ) {
		$args['hide_empty'] = false;
		remove_filter( 'get_terms_args', 'psu_jetpack_widget_conditions_show_empty_terms', 10);
	}

	return $args;
}