Hello, Russel,
I have the calendars all in my own account plus a family calendar. (See appendix at Cats.jpg) The service is registered via IMAP via outlook.com.
I had already looked yesterday once, why it could possibly be. Under MS-Outlook 2016 you can assign colors to the category (see appendix Cats1.jpg). You can do the same in the Android calendar of my phone. I suspect that the eM client can’t handle it if the category doesn’t exist. In addition, the eM client seems to swallow if you have multiple series set up.
Greetings from Berlin
René