When you create a cateogorical array, you specify the list of categories. That list now becomes a property of the categorical object. Taking a subset of the array using indexing would not update that list. If you want to add/remove a category from your array then you would have to use something like addcats/removecats.
>> C = categorical({'A'; 'B'; 'C'; 'D'; 'E'; 'F'});
>> categories(C)
ans =
6×1 cell array
{'A'}
{'B'}
{'C'}
{'D'}
{'E'}
{'F'}
>> C1 = C(3:end)
C1 =
4×1 categorical array
C
D
E
F
>> categories(C1)
ans =
6×1 cell array
{'A'}
{'B'}
{'C'}
{'D'}
{'E'}
{'F'}
