Tasks Pro™ » Why doesn't Tasks Pro™ have categories?
I've had several people ask me to add categories to Tasks Pro™. I haven't done so because we already have the tree hierarchy for organization and I think an additional organization method would add another choice that would make Tasks Pro™ more complex and difficult to use without bringing much benefit.
I've written an essay on this in the dev blog.
In version 1.7 tags were added to give another type of organization for those who want to use it.