Postal Code left empty, ALL locations displayed

Using the Distance / Proximity filter based on exposed Postal Code, Country and Distance values returns ALL LOCATIONS when the Postal Code is left empty. I would really like to have NO locations to be displayed in that case and invoke "No results behavior". I could then motivate the visiter to enter all values, otherwise way too many locations are displayed in the resulting table and Gmap.

Is there a way to achieve this?
"Exposed form style" is already set to "Input required"...