clarification on rules needed

I have some observations/questions with categories showing/not showing.

A problem I ran into whilst tinkering (which may help someone, and also leads to my questions):
I have a category "news" and a category "pro". In the free level, "pro" is selected as a category in the -ve rule, the reset are left blank. However, if I look at the news category page it shows a post that I gave a category of pro and news. If I make that specific post a -ve rule it goes away.

However, I noticed that my theme used query_posts within the index and served categories etc. from there. Adding category.php and just inserting the html within the loop fixes that. Is this incorrect behaviour on the theme's part or something membership should catch.

Or am I wrong in assuming that if a post can have more than one category and still be protected? My theme uses query_posts

Also, what happens if we put categories in the +ve rules, is there a point to that?