I’ve just merged this update:
https://github.com/discourse/discourse/commit/797da5870be1e651f68d32ec47374a057c878625
so if you update Discourse later today you’ll no longer have the category_style site setting.
If you’d like the box/bar/none styles back you can install the Category Badge Styles theme component.
The Category Icons theme component has also been updated to support this change and will work with the Category Badge Styles component.