Yes, I know I could do it this way. But including the category as a menu item on the same level as its sub-categories does not look good compared to previous column header that was linked. And if I manually provide column headers, they are not linked. Either this way or the other way there is a drawback.
How it would look like with the categories together with their sub-categories:
How it looks like with column headers as text only:
We would prefer the appearance of the second with column headers linked to the respective category of that menu entry.