Interesting discussion. I can believe that, at least in some themes, at least some time in the past, clicking on a category name led to the matching global tags page, but: what for? I would definitely regard it as a bug.
I see at least two problems with this. First, it is somewhat confusing, since clicking on a tag name or on a category name will lead to the same result, and the reason for this clearly fails to be clear to any user.
Second, the way in which a blogger will choose a tag name or a category name is quite different. A tag is widely accepted as something understandable out of the context of a single, specific blog. It is somewhat uncomfortable not to be able to choose whether clicking on the tag must lead to a local or a global listing, but I guess most of us can live with the global one. Way too many words have already been spent on "folksonomy", so I'm not going to elaborate here; I wouldn't be able to say anything new.
On the contrary, a category name is chosen on other grounds. It may be something ironic, or maybe a pun on a recurring topic of the blog, so that only readers of that blog will understand the actual meaning of that name. Or it may be chosen to partition the blog in clearly separated parts; this is not always the case, but quite often. Therefore, the meaning of its name will be only clear along with the names of the other categories of that blog, and certainly not in a global context.
Logical consequence: listing together pages from different blogs that share a category heading is very likely to bring up curious and funny results, but will not satisfy a need of the user.
The platform itself is built on this principle; in fact, it seems to me that there is no way to run a global category search matching on the category name. (Hence, the platform linking to the global tag page. No global category page. Doesn't anybody wonder why?)
Please, give the platform users a way to revert to a saner approach to category links. Thanks!