I submitted this to endian as a bug,
http://bugs.endian.com/view.php?id=1407 , This is normal operation. Per Simon:
"an category is not a blacklist but contains blacklists (subcategories) related to the title.
if an category has no subcategories there is nothing it can block. so it can not be selected."
So basically the category's you select that don't have associated blacklists with them cannot be enabled/disabled so they always stay green. You may wish to submit a feature request to endian to improve this or write it your self and share it with us
--Nathan