If you need to associate categories of a product to another, you can do this quickly by using Sc option called 'Categories (copy/paste), located in the Reference view - this includes the default category.
For example, it's very useful when you create products via import without specifying categories. All products are then in the hidden TODO category.
To then dispatch them, copy categories of a product to then paste onto the ones in the TODO category.
You'll find this option in the Reference view and the column is called 'Categories (copy/paste)'.
The information in this column 'categories_xxx' corresponds to all categories the product is present in, default category included.
To use these categories, right click to 'copy', and on the target product right click to 'paste'.
And all categories associated to the first product will be associated to the new product. Of course, pasting can be done on a selection of products to work even more efficiently :)