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The answer to your question is that categories are not the same thing as tags.
A user category groups together multiple Tag Browser elements as a single element... relying on existing elements visible in the Tag Browser.
It has nothing do do with what you want.
Hierarchical tags are what you want. Simply add the appropriate multi-level tag to the book in order to add it to the sub-tag.
You can also drag-and-drop them onto the Tag Browser.
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