Online, this is reinforced by the vagaries of how search works. Categories, even broad ones like "Celtic music" or "LGBT romance," act as meta-tags to help Google (aka, the biggest search engine currently around) find what people are looking for, whether it's the actual content/book or reviews of the content/book.

Refusing to put a category/label/meta-tag on your content is saying "please don't let anyone find me thru Google."