Unfortunately, it is currently not possible to set the category via the UI to "No Category".
I have created the suggestion below to add this option to the JIRA UI:
I would recommend you to vote on the suggestion to increase its visibility and also add yourself as a watcher to be notified of any future updates there. It would be great if you could comment on the suggestion, providing more details about use cases in which statuses should not be under any of the 3 default categories (To Do, In Progress or Done).
The suggestion will be addressed by our developers as per our Implementation of New Features Policy.
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