I am not sure if this has changed with 4.6.0 or 4.6.1 or even sometime with 4.5.x but did not change as expected. Some time ago I opened this bug report -
https://bugtracker.qtmsoft.com/view.php?id=41595 - which was considered improvement not a bug...
So what the XC engineers have done now is to go around this bug report and take out all letters for which there are no products. You can see it on the demo site as well -
http://demo.x-cart.com/demo/products_map.php - basically a broken alphabet
From the bug report - "WHAT IS THE EXPECTED RESULT? When there are no products to start with certain letter that letter should not be a link"
Keep the letter but don't make it a link, why would you take it out instead?
How this caught my attention - I just saw a site with ABCDEGHLPWX only.... Are you kidding me....
Either show all properly or don't show any at all