Sure! Notice that when you go on the page, the url changes to the #!/catid=...
When you've selected just 1 category in the menu, you've copied a link with #!/catid=5 for example. Now that you've selected all categories the url has changed to #!/catid=5;6;7 etc... So the link in your iframe is most probably with catid=5, where if you want to load more categories you'll need to add them to the url, or just copy the url without #!/catid . Javascript is adding it automatically once the page is loaded.
I don't know why your google ads are no showing. Most probably because of the iframe, but I don't know about that.
Regards,
Daniel