Wow, sorry I didn’t see this note. The WordPress web site apparently doesn’t send me an email someone enters something here on the site.
Yes, at some point WordPress changed their names of the Admin menus. Go to Settings, then Category Exclusion.
Keep in mind, this is free software, and there really aren’t that many menus to look through in the Admin area. My email address is kinda prominent on my web site so you can send me (polite) messages if you have trouble or find a bug.