I don't mind being wrong (heck, if I were right all the time...) but it does mystify me a bit that the HAVING clause empties the result set. I selected 0 because I considered the Having clause to act with the WHERE clause.

So for curiosity's sake, I changed HAVING to AND, ran the command and got the error:

Msg 147, Level 15, State 1, Line 1

An aggregate may not appear in the WHERE clause unless it is in a subquery contained in a HAVING clause or a select list, and the column being aggregated is an outer reference.

That actually helps me to understand it better (I don't claim to be a super pro like many of you here); if HAVING works as an aggregator, the condition says there is nothing to aggregate, thus the empty result set.

Of course, I could be completely wrong with my analysis, too, but for the moment it makes sense to me.