I personally find the category filter to be a complete waste of time.
There's a few ways you could do this with user categories but I don't know of a way to have it load as a default list. Not too terrible, just means that every time you use the style picker, you then have to select a user category.
First clear the filter in the style picker and then save it as a user category. This will give you a complete style list which you can then remove individual styles with a right click "remove highlighted style from current user category".

Another thing that you can do which can be another handy way to organise things is to save the style list to clipboard. This will create a tab delimited file showing all columns.
For example, you could create a list that shows ONLY a specific genre as it's labelled in the style picker - something the category filter does not do.

Let's say I only want styles in the genre that is actually labelled as "medium rock". Open the delimited file in Excel or whatever, sort by genre and then on the left column you will have all the 8char file names.
Copy them to a TXT file named "medium rock" and save in folder bb\Data\StylePicker\User Categories.
At the very top of the text file put "MEMO=Medium Rock" (without the quotes). This will now show up as a user category.