Is there any particular reason why you are seeking to colocate all of these disparate communities in one discourse site? If you can, I’d recommend creating a site for each community. If you are self-hosting and the sites are not large, you can set up one server to host multiple sites.
But I think you have a point.. moderators should only be able to see the categories they are explicitly allowed to see, as configured in the category security settings. Admins see everything, but moderators do not. Is it possible your moderators are actually admins?