I went to Preferences / Notifications / Categories .
Then chose a few categories in the Watched field.
Finally I clicked Save.
When I go back to Preferences / Notifications / Categories, the selected categories are not there: the Watched field is empty.
However, when I click on the field to define them again, the ones I selected before are not there anymore, so I suppose they are saved somehow.
This is on a hosted Discourse instance (discourse.hibernate.org) with Firefox 57 on Fedora.