Thanks for your feedback. Yes, I believe it's certainly a popular idea, and we do get asked it a lot which is why we try and clarify it when asked. There are existing feature requests on the
AppThemes Ideas Exchange which you may vote on if you wish, as this is where our development team considers features for future releases.
Manually it could be a big task, but you may be able to speed up the process of creating such categories if you have some knowledge of mysql admin, and perhaps using a bulk category plugin...