As @theducks said, collection information isn't available to Calibre on current (and even not so current) eInk Kindles. That's how the eInk Kindles work, nothing Calibre can do about it on its own.
The Kindle Collections plugin attempts to deal with that, but it *requires* a jailbroken device, and a more complex workflow with other on-device tools to make the Collections visible to the plugin (not the Device view, though, you can pretty much forget about that on a Kindle).
Last edited by NiLuJe; 10-21-2019 at 03:11 PM.
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