Characters who are only mentioned don't need those categories.
That category isn't really important, but if you add memberships, physical features, origins or citizenships (for example), there is module that add automatically the categories regarding the words added in the fields of the template. Always use it if possible so we can change it without effort when needed. For example, I have currently the Category:Humans to depopulate and to add (using the right words in the origin field) for them to be added to Category:Humans (Homo sapiens).
Ok, I think I understand now... For the script that automatically categorise a character, only the name of the comics (without notes) has to be in the "First" field, and the rest in the "First 2" field... is that so?
But in the case of mentions no need to do it, because the characters didn't debuted yet. For characters appearing after mentions, manually adding stuff is required then (without the "First2"). That's not really intuitive, but there's no other way considering how we do it.
Nope. Possibly a minor problem that will be corrected, and the pages will receive the categories then. But really it's not important, there's a loooooot of more important stuff to be added to the wikia.