This is most likely a bug, and a fairly serious one.
Category widget is placed on a community Overview page. If the category name is clicked, it take the user to a "results" page where only content from that category is displayed. This currently works within Spaces.
However, with the Overview page on Groups, when you click the Category name it merely refreshes the Recent Content widget. This is problematic if the recent content widget is "below the fold", so the user may not see that clicking on the group actually does anything. If I recall this was a bug that was present in earlier releases of 4.5 and was fixed, but seems to be back within social groups.
I tried this on our UAT site with no theme set, so this is not a theme issue:
I do see that this is working properly in Jive 5 (see: https://community.jivesoftware.com/groups/bay-area-user-group)
While this is not the end of the world, it's a fairly serious UI bug. Would like to understand when this bug is going to be fixed.