Data Management Vs Data Exchange - Category Mapping works different?

Summary:

Data Management Vs Data Exchange - Category Mapping and filters for Scenarios are working differently

Content (please ensure you mask any confidential information):

DM (Regular rule without Quick mode) : Same data is present in scenario members 'Actual', 'Act1'. When creating data load rule the category is by default actual and on executing the data load rule for 'Actual' the rule brings up 'Actual' and 'Act1' data both in the output implying the category of Actual is not getting picked as the precedence? Now, on providing the DM filters only for 'Actual' the rule brings up only 'Actual' data and not 'Act1'