For clarification:
It was not possible to deselect (and save the deselection) the last category (or all categories) on a page. The submit action would treat it as if no change was made. It was, however, possible to remove some categories (but not all) if there were already more than 1 category attached to a page. Additionally, it was not possible to deselect any category if you also added a category at the same time. Finally, when deselecting all categories and not submitting yet, the "None" label would not re-appear.
Fixed in the next release.