I'm not sure how this category completion function works. I assume it uses some cached values of used categories, so it probably will work sometime in the future.
In the meantime you don't have to use the editor even in this case. You can still type in the full category title and hit enter (if you add the same category to multiple pages this can be speed up via copy/paste) instead of typing some letters and clicking on one of the suggestions.
The pop up merely makes it a bit more convenient (and prevents typos), but you aren't forced to pick one of the suggestions. You can (as with the editor) even enter and use non-existing categories.