I investigated a bit deeper, and I think I found the “problem”.
In fact, it only shows categories related to published posts. The categories not related to published posts does not appear for filtering. Please could you check this also from your side? In cases this is the point, it would be possible to make the category filter working for all categories independently if they are related to created posts or not?
By the other hand, when selecting other types of posts like custom ones, the tip feature does not appear on frontend. How to enable it also for custom posts?
Thanks for the additional info. In version 1.2.5 all categories are shown even if they are not being used in posts.
Custom posts are likely rendered with custom theme/plugin templates so this might be the reason the UI is not displayed in your theme. In general, the UI is appended to the content using the the_content filter (see here), to avoid such problems. Do you experience the same problem in other themes too?