Simple question. Has the Category(s) actually been created? See, just slapping a Cat on a page will enable a page to view about that category, however it doesn't automatically *create* that category.
Looks identical, I know. ONE WAY to tell, is there an "EDIT" button or a "CREATE" button? "Edit" means the category was actually made. "Create" means it only exists waiting to be created, and there is no history to view.