closure categorisations only exist in the Incident module, all other modules have only one selection set of categorisations.
Service Request Management uses either Incident, Change Management or Work Order Management as the fulfilment for requests, therefore categorisations exist in the underlying fulfilment modules.
At this video on minute 4.05
I can see Service Request Definition with categories, so you can use categorisations over SRM module too right?
Don't have time to look at the video right now, but the categorizations on the Service Req Definition forms are strictly to classify those on the front end - that helps end users get to the correct SRD. These categorizations have nothing to do with back end categorizations that you would use while working and closing a ticket.