Views: Show only "Grouping Field" headings
Since you want to display all the terms  possible, and not only those assigned to nodes, it doesn't make sense to build it through a Node View. 

You can create a new View of type Taxonomy terms, create a block displaying Taxonomy terms, then place the Block in the Content region on your Views page (or any other region). 

Alternatively you could also use a module to create the block listing Taxonomy terms: Taxonomy menu and again place the Block in a region and restrict it to show only on your node View page.