If a category from Magento isn't being indexed into your Algolia _categories index, check that the category is enabled and included in the menu (i.e not "hidden");
Our Algolia extension by default does not index categories that are hidden but this can be overridden via Stores → Configuration → Algolia Search → Categories → Show categories not included in navigation
If your _categories index is empty after successful running the reindex command, make sure that the Root Category (on the above example screenshot is the "Default Category") is not disabled.