Just checking to see if you have managed to fix this as I am having the same issue? I only discovered it when testing a new feed on Pinterest with a random sample as it highlighted that one record didn’t have a category.
I seem to get approx 250 categories populated then the rest are empty and go back to empty if I try and populate the missing ones and save it.
I am using 13.5.2.2 on WordPress 6.9.4 and WooCommerce 10.5.3.
I have checked a feed that I set up months ago and realised that has the same issue.
