Problem displaying categories in the admin page

I’m having a problem to display categories in the correct parent-child order on the Category window when I edit a post in the Admin.

After writing a post, I select the categories I want and publish it. No problems so far.

But if I want to update the categories, I go back to the post, and at the Category window, the parent-child relationship between the categories is lost. The active categories are shown first, and all the others are displayed in a list without indentations and they seem to be sorted in no particular order, so it gets very difficult to choose new categories (because my website has a LOT of them).

I need the Category window to keep the indentations and the order it had before I selected any. How can I achieve this?