Yes, that is standard expected behavior. Its not a Sportsbook thing, its an industry standard thing.
Some Examples in XenForo Media Gallery and XenForo
Here is an XFMG Option that has a Category Chooser. I've got all the existing categories chosen and saved. Lets create a new Category and see what happens... (see next image)
I've created a new XFMG Category and as you can see, its NOT selected, because this type of option requires explicitly choosing a given category to OPT IN (new Categories won't be automagically opted in, you have to edit the option and option opt in an new categories that have been created since the last save for the option).
Here is another example. Here is a Core XF Thread Prefix. It has a Applicable Forums Chooser (same exact thing as a Category Chooser). You can see that I've got some Forums selected for this prefix. Lets create a new Forum and see what happens.
And here we can see that there is a new Sub Forum that is not selected (as I expained, each individual option has to be explicitly opted in which means newly added forums since the last edit would need to be opted in).
The same behavior happens with widgets options (they are the same as regular options). Here I've edited an existing XenForo Media Gallery widget and you can see that the new XFMG Category is unselected. This is because you added the category AFTER saving the widget options and in order for that new category to be selected, you need to manually opt it in).
