Board Thread:Support Requests - Getting Started/@comment-30269588-20190830191522/@comment-168424-20190830235119

Well, mostly...

Categories exist whenever a page is added to it... the thing that isn't automatically created is the Category description page. To fully remove a category you need to remove the category link/reference from all pages that have it and delete the description page.

In the link given, Love Robin is correct. It's just that un-created Category description pages just don't have a default "not found" error text that shows up, unlike articles. So, it makes you think there is something there.