Hello,
The HikaMarket (and HikaShop) algorithms are made to set-up a category if nothing is specified.
By default, HikaMarket will use the current category (you were browsing the vendor product listing) or "vendor root category".
I'm afraid that to change that, it will require to modify the HikaMarket core, the usage of the trigger "onBeforeProductCreate" could work but the way to detect that HikaMarket fill that empty field could be tricky.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.