The error is not displaying the category.

Screen shot 1 shows a content_filter_denied exception page that correctly lists the category:

     

Screen shot 2 shows a policy_denied exception page which does not list the category:

Access Denied

Your System Policy has denied access to the requested site.

Your System Policy has denied access to the requested URL.

Tech support information: policy_denied 

Web Security Service

The policy_denied exception page is displayed because there is a policy rule that matched and denied access to this page. For example, if a rule is added to the policy in Group A, which also has the category set to Gambling and is in the blocked category list, the policy_denied exception page is displayed.

To have the content_filter_denied exception page displayed instead of the policy_denied page, follow these steps:

1. Remove any policy rules that block user requests by category
2. Add the category under G3 Blocked Categories