Status: Doesn't actually count as a fail; just displays the zero-lemmings-saved postview text. Since a level with a zero save requirement isn't going to happen outside of test situations, no need to worry about this.
I discovered this while looking at the ClimberGeneral.lvl test map. The number of required lemmings is set to 0.
However. if I either quit the level (without saving any), nuke all lems, or let them all die, the level still fails. I think the intended behavior should be that the level passes, even when you don't save any lemmings in a 0-lem save requirement.
I know some of these bugs/suggestions I'm reporting are minor/unimportant so far, but they're just things I want to point out anyway so I won't forget.