Outlook.com Catories for Desktop and Phone App?

[mapenn]

So when I started using Outlook.com, I followed the advise on a Microsoft site and setup everything using categories and archiving to manage my message organization. Works great on outlook.com. But now I'm realizing that this category structure does not sync down into the Outlook desktop app or, more importantly, the mail app on my new Windows phone.

Am I missing something?