QFX and OFX formats do not have Category field. Quicken
compensates for that by offering renaming rules and using categories assigned to payees for imported transactions.
Are you importing into Quicken
Essentials for Mac or Quicken
If you are using Quicken
for Windows, you can use QIF format. QIF format does support categories. If you are using Quicken
for Windows, I would suggest to use CSV2QIF