The Review page lists multiple review categories and the number of entries awaiting review. Selecting any category shows all the reviewable entries in the category and then displays a page with the message "There are no items for you to review". This is true regarding the particular review category selected, but not true regarding the total items available to review.
If you want an example of a page with this text, try the Reopen Votes review page which usually doesn't have items to review. If it does, simply review the remaining items and you will see the page.
My feature request is this. Instead of showing a page that says "There are no items for you to review." when the last item in a category is taken care of, instead take the user back to the main review page where they can then select a category or see from the counts of zero that there are no categories with items available to review.
The advantages I see of this are that the somewhat misleading message is no longer shown and users are subtly encouraged to continue reviewing other review categories. The only disadvantage I can think of is that there is no active confirmation that a particular category has just been emptied of reviewable items. I don't consider this an issue, but if it is believed to be one, then perhaps some temporary highlight of the zero can occur on the review page for the category that was just emptied.