There is no option for that since we have an option to not show the categories in that case on category listings generated by HikaShop.
The best would be that if it's another extension which generates your menu structure, that it monitor the products and change the published state of the menu items when the categories have no available products.
Otherwise, it can be done manually with two SQL queries:
SELECT a.category_id FROM #__hikashop_category as A LEFT JOIN #__hikashop_product_category AS b ON a.category_id=b.category_id WHERE b.category_id IS NULL;
will give you the category_id of each category without a product.
UPDATE #__hikashop_category SET category_published=0 WHERE category_id IN (XXX, YYY, ZZZ)
wil disable all the categories with their category_id being XXX, YYY, ZZZ that you got as a result of the first query.