When a user sets the criteria Pricing Fields:Price Level - Price Level, the Search will return those items where that certain Price Level has a value or is not empty. Setting another criteria Pricing Fields:Rate - Is Empty would contradict the first criteria. Thus, the search will not be able to return the item if the specific price level field set in the criteria is empty in the first place.
As an alternate solution, a user can create an item Saved Search by navigating to Lists> Search> Saved Searches> New and select Item. In the Results tab, include the field Other Prices. This will show other price levels including the empty ones. Export the results in a MS Excel file and filter the items based on the price levels.