Shoot, sorry about that. I thought that would do the trick.
Unfortunately, it doesn’t appear that the category checkboxes can be made required right out of the box. You might be able to pull it off with some jQuery, but it will take some custom development that is outside the level of support I can provide here in the forums.
If this is a feature you’d to see added, it’d be great if you could add it to our UserVoice page. We check there often for popular ideas to include in upcoming releases and I can see how controlling required fields would be a handy feature.
Cheers!
Geoff