Thank you for using Filter Everything plugin.
In general it is not a bug, but expected behaviour. Filtering is process of narrowing of posts that you saw on the page before filtering. In other words you can not add new posts with filtering, but only narrow posts list by selected criteria. That’s why if on your initial Category page there are no posts from other Categories, all their checkboxes contain 0 posts.
Checkbox with current Category is disabled by default to avoid situation, when you see current Category page and click its checkbox which means “Show me posts from this Category” when you already see posts from this category.
I hope this will be helpful for you to understand how filtering works.
If it is possible I would be thankful for a positive review about the plugin here on WordPress.org – https://projectdmc.org/support/plugin/filter-everything/reviews/
Thank you in advance.