At the moment the menu simply shows the link to Manage Filters, and has a bigger space from the top of the menu than from the bottom. This does not look that great.

I think we can kill two birds with one stone here and add a menu item that says "No favourite filters". This will fix the spacing and inform the user as to why the menu is empty.

The only trick is that the menu item should not be clickable or highlightable.

We may also need to pick better text than "No favourite filters".