@Luca_Lattarini - Classification rules execute in a top-down sequence, with the last rule matched setting the value you see in reports. For example, if a value matches three separate rules, the value set in the third rule is what appears in reports. Based on this, I've had success setting a catch-all rule as the first rule in the list. In your case, it would look something like this:
- Rule Type: RegEx
- Match Criteria: .*
- Set Value To: N/A
This ensures that all values (including empty strings/spaces) are first set to "N/A". If a value matches a subsequent rule, your report will display the value assigned in that subsequent rule. If not other rules are matched, you'll see "N/A" in your reports. Any hits where no value is passed into the prop/eVar will not be assigned classified value.