This may be a bigger Steam bug where the category syncing is not working properly. I've noticed that the behavior is specifically different for the Linux build though since it is more aggressive than the Windows builds.

I'm not sure when it was implemented but it seems that the categories are syncing across instances of Steam. I think. But properly across platforms

Environment:
Steam on Windows Build Dec 19 2012 12:36:25
Steam on Linux Build (I'm not quite sure about the build number. Whatever the current is as of the time I file this. I'll update this bug with the build number once I can find out. I will also follow up with the information required for all bugs as specified in the Steam discussion forum.)

Steps:

1. Create a set of categories in an instance of Steam on Windows. Organize games under these categories
2. Log out of Steam on Windows
3. Login to Steam on Linux. Create a different set of categories in Steam on Linux
4. Log out of the Steam on Linux
5. Log back in to Steam on Windows

Expected Result: The categories that have been made on Windows should show up on Linux, then any changes made on Linux should show up on Windows

Actual Result:
The categories will be completely overwritten by the categories that are setup while logged in to Steam on Linux.:

• If the game's category was set up in both Windows and Linux Steam builds, the games remain in the same category.
• If the game was set up in one category in Windows and another category on Linux, the games category in Windows gets renamed to what the category name was on Linux.
• If the game was set up in a category in Windows and not in a category on Linux, that game loses its category when going back to Windows.
• If when going back to Windows from Linux, no games end up in that category, the category is lost.

In this instance, both builds of Steam are running on two different partitions on the same machine. The machine is dual booting, so the two instances can't ever run at the same time.