Ok, after a small research I have found this:

in the graph_api.php line 756 (under the create_category_summary() funtion) the query does not contain project ID 0 which is the ALL PROJECT. Because of this the global categories are not displayed since they belongs to the ALL PROJECT and just inherited by the rest of the project.

I have modified the the query:

$query = "SELECT id, name
    FROM $t_cat_table
    WHERE $specific_where OR project_id=0
    ORDER BY name";
$result = db_query_bound( $query );
$category_count = db_num_rows( $result );

and the display part as well:
if ( isset($t_metrics[$t_cat_name]) ) {
$t_metrics[$t_cat_name] = $t_metrics[$t_cat_name] + db_result( $result2, 0, 0 );
} else {
if (db_result( $result2, 0, 0 ) > 0)
$t_metrics[$t_cat_name] = db_result( $result2, 0, 0 );

I assume adding the "OR project_id = 0" is not a very elegant solution, however it works. Because this function is only called from the graph plugin it wont break anything else and now it displays the graph properly.

The display part modification will hide all the unused categories, but all the categories are visible which used by at least one issue.

Probably somebody with more experience should also take a look at the problem so create a more robust solution.

I've made a pull request for this :
https://github.com/mantisbt/mantisbt/pull/47

Marking as 'acknowledged' not resolved/closed to track that change gets ported to master-2.0.x branch