Hello Jean-Claude,

Other than upgrading to 6.0.3 the only work around I can suggest is to customize the SQL Query used by the report in the Advanced section.
For reference this is the query automatically generated in 6.0.3 for a report showing all testcases of a project area having the custom category Custom1  Unassigned:

SELECT DISTINCT T1.PROJECT_NAME,
       T1.REFERENCE_ID,
       T1.NAME AS URL1_title,
       T1.URL AS URL1,
       T2.VALUE AS VALUE
FROM RIDW.VW_TESTCASE T1
LEFT OUTER JOIN RIDW.VW_TESTCASE_CATEGORY_LOOKUP LT1
ON (T1.TESTCASE_ID = LT1.TESTCASE_ID)
  LEFT OUTER JOIN RIDW.VW_TEST_CATEGORY T2
  ON LT1.TEST_CATEGORY_ID = T2.TEST_CATEGORY_ID AND T2.TERM='Custom1'
WHERE T1.PROJECT_ID = 5  AND
(  (T2.VALUE='Info not available' OR T2.VALUE='Unassigned' OR T2.VALUE=' ' OR T2.VALUE IS NULL)
) AND
(T1.ISSOFTDELETED = 0) AND
(T1.TESTCASE_ID <> -1 AND T1.TESTCASE_ID IS NOT NULL) AND
(T2.TERM = 'Custom1' OR
    (SELECT count(*) FROM RIDW.VW_TESTCASE_CATEGORY_LOOKUP LT
     INNER JOIN RIDW.VW_TEST_CATEGORY T ON T.TEST_CATEGORY_ID = LT.TEST_CATEGORY_ID AND T.TERM = 'Custom1'
     WHERE LT.TESTCASE_ID = T1.TESTCASE_ID) = 0)