Categories not included in feed

I’m looking at my feed in a desktop feed aggregator and while I’m using categories (and keywords) in my episodes (cat module enabled) those don’t show up in the aggregator - yet that would be very nice for filtering, searching etc when the podcast feed is in there along with the feeds of a lot of normal news sites, blogs etc.

Peeking into the raw feed’s xml it seems, the category information isn’t included with the episode elements. I can only spot the itunes:category within the channel element.

Am I doing anything wrong here?
Thanks in advance, weHe