The fact the post count is not on the same line has to do with your theme.
In the style.css of your theme you have the following section:
.widget ul li a:link, .widget ul li a:visited,
.widget ul li a:link, .widget ul li a:visited, .widget ul li a:active, .widget ul li a:hover
display:block;
}
This makes everything inside the <a> and </a> to be displayed as a block. After the </a> a line break will be done. The post count display is not part of the <a> link hence it being on the next line.
You could take out the display:block but this will alter the indicator in front of the <a>. See the picture and the line Adhérents? Déposez vos offres d’emploi!

About the empty categories.
I'm not sure why this is the case. Are these categories for members only?