On posts it shows the title of the post and not that "View all posts filed under..." text.
That text appears when you hover over a category and the category has not a description.
So you can in my opinion do one of the following:
- Add a description to all categories with the text you would like to appear. Instead of "View all posts filed under...", that text is going to appear on hover.
- Edit the code (in collapscatlist.php) and remove that string from the output. Though with this aproach if the module is updated you will lost your changes.
Wouldn't be difficult to implement a new option in the widget to configure that behaviour.
Curiously there is even a bug in that specific string as there are three times it appears in code and in two it includes a text domain but on one of them doesn't include it. As that string is a string included in core the translation only works in that one case that doesn't include the text domain. The solution would be to remove the text domain the two times that string appear with a text domain.