I've searched here and cannot find where anyone else has complained about this problem. Hopefully, it's just a nit.
I have a WP 15 testbed site here: http://testbeds.webjones.org/wp15/
I have even set up some test posts -- that appear in only one category -- to test this problem. The problem is that no matter what category you click on in the sidebar, WP displays ALL posts.
Thanks for any help.