Child category of a scheduled (future) post doesn't appear!

Hello!

Does anyone know why a child category of a scheduled post doesn’t appear on the post list by any chance?

I have a event post list that pulls posts containing a specific parent category ‘event’ among all scheduled and published posts. Under the parent category ‘event’, I have ‘upcoming’, ‘past’ and ‘location’ as second-level child category and I’d like to show either ‘upcoming’ and ‘past’ on the list. However, the code seems to be working only for the published posts – ‘upcoming’ is displayed as ‘no categories’.

This seems weird to me since I have the third-level child categories (the deepest one) under ‘location’ displayed perfectly on the future post list! Why only the second-level child categories have the issue?

Does anyone know why? I’d really appreciate any thoughts or help on this!
Thanks!