Currently that option is not available.
If you use a child theme, a custom CSS plugin or Jetpack you can add the following CSS code to remove the category links.
.home .site-content article .cat-links {
display: none;
}
However this will only remove the category from the home blog feed. To remove it from single view, archives and searches then use…
.site-content article .cat-links {
display: none;
}
To remove it from the Featured slider/grid then omit the .site-content part of the code.
Hope that helps.
Regards,
Zulf
