Please go to the frontend, then login with a test user that you have created to test the plugin, then go to the profile page and look into the subscription tab. Do you see the selected categories there?
I have just tested it with your versions and could reproduce this behaviour (in the frontend the categories are displayed but not in the backend).
Hmmm, good idea, I was expecting to see the same but sadly no. It says
"This user has no forum posts.
No subscriptions found for you.
No favorites found for you. "
on my Community Builder profile view on the front end and to be certain I went to go click the subscribe/unsubscribe button underneath "Announcements" and it is displaying subscribe, as in I have not yet done so.
Then to make absolute certain it wasn't simply a display issue I posted a new topic in the category yet still received no notification from my test users' emails.
Again, thank you for your time and correspondence.