Hi,
By default menu items are linked to the "product category" with the "main category" setting.
That way, the menu items can display the products of that category, or all the products of that category and its sub categories, or the sub categories of that category, etc based on how you configure the menu item other settings.
If you delete that category, then the menu items which were linked to that category will be linked to a category that doesn't exist and thus no products/categories will be displayed. You would have to select another category as main category of your menu item so that it could display the products or categories of that category.