Yes, it does for me (after applying the modification I posted before).
Just to clarify, the mod I posted is not available in the online plugin version: I just modded the plugin installed in my wordpress site. I’ve tried to suggest this correction to the plugin author, but haven’t found the way to do it (that’s why I posted my solution here).
So, summarizing: it works, but you will need to modify the code of your installed plugin, just as I did.
Hope this helps!
It happened to me also (running WP 4.0). However, the warning goes away once you select at least one category to hide.
