This is true of Hubs too - often you'll have to dig through to select the proper category and sometimes the subcategories aren't anywhere close to what you are writing about!
Having it jump straight to listing all of the sub-subcategories would be a problem though. There's just too many of them, and digging through those would be (even more) tedious.
It might be better just making clearer categories and proper subcategories, and cutting out the unnecessary or rarely used ones.
Maybe Hubpages will get on that in the future, as it's always constantly improving.