Have you found any solution with this ?
I am having the same problem and it is blocking if I don't "Allow questions with no category" (which is what I want).
However, if I navigate from one specific gaterory from the categories menu, this category shows up correctly in the "ask page".
It seems that there is a bug returning the caterory array to display ($field seems to return empy) in the ask page.
During my tests though I am sure I've had this drop down menu at some point but I cannot find out the reason why it is not anymore.
FWIW, I am using v1.5.4 with external users SSO