The 'Categories' widget in the sidebar is displayed with two headings on the 'Most popular tags' page - the first heading is 'Categories', the second is 'All categories'. On other pages, it is only displayed with the heading 'All categories'.
I'm selectively displaying the Categories widget on some pages only - in case that is of importance in this issue.
The code change in this question can be used to get around this issue -
https://www.question2answer.org/qa/68641/how-to-remove-categories-title-from-sidebar-category-widget
I'm also not sure what the 'All categories' is supposed to link to. On this Q2A forum, it links to the 'Recent questions & answers' page. On my website, it links to the home page. I'm not sure there is a setting to change this. What would make sense is if it linked to the 'Browse categories' page.