Hey Margarete,
If the option is set to exclude, then the selected categories will be excluded - you won't be able to comment in those, but in every other category that was not selected.
If you select include, then you will be only able to comment in the included categories.
I just tested it again and it works as expected.
If you have
Cat1
Cat2
And you don't want to have comments in cat2 you have 2 ways to configure this.
Set exclude and then select Cat2.
The other option is to set include and select just cat1.
Kind regards,
Daniel