The thing about the Direct Results mode is that the results go straight from craigslist to you. They are loaded in a new window where our code can't see them at all. (We're also not affiliated with craigslist in any way, and so don't have any special access to their listings.)
This means that you get exactly what you would find by searching craigslist manually. However, it also means we have no way to tell whether a given link has results or not, so we can't remove the ones that don't. That said, we do combine together as many cities as we can under each link to save time. Also, you can use the 'Open All' button at the top of the links (when you have them set to the default, Group by: Area) to open all the links at once, rather than clicking on each one individually.