This is indeed confusing as it currently stands. Though this is not easy to solve with the two-column-layout. E.g. in your example, the parent category is at the very bottom and the subcategories at the top of the next column. Is it possible to add a break that is aware of the structure and e.g. push “Games” into the next column?
If you look closely, they already are - it’s just that the ordering is left-to-right then top-to-bottom.
The recommendation is top-to-bottom then left-to-right.