Post Categories Negative Rules + URL Groups

Hello

I have created a visitor level which can't access to some articles categories.
I have setted up negative rules for all levels and categories but visitors can still access the categories.
I have read that we can try to add url category with URL Groups but I have no option (print screen attached) is it normal?

How can I solve this problem? I don't want the visitors access to some categories at all

Thanks in advance
Best regards