Ignore blank checkbox-Data Validation
 

Excel 2007. I'm trying to understand what the ignore blank check box does
in the following situation.
Validation criteria a Allow whole number, between, 1, 99999. Ignore
blank checkbox cleared.
I want an error condition if user enters a blank or a zero or any negative
value or if the cell contains null. Everything works as expected except when
the user selects an existing value and presses the delete key. I would
expect a data validation error message when user exits the empty cell, but it
doesn't happen.
The cell gets flagged for a data validation error--green information
triangle in the upper-left corner of the cell, so the error condition is
detected, but it's not triggering the data validation error message. The
cell gets circled if I choose the Circle Invalid data option.
The behavior is pretty much the same with the ignore blank checkbox checked,
but then the empty cells are not flagged with the error indicator and they
aren't circled when using the Circle invalid data option.
Any suggestions as to where I can get an explanation about his this checkbox
works and / or how to trigger the data validation error message on ANY value
or non value that isn't between 1 and 99999?