When you have a module of categories, when you click on one of the categories listed, you can see the category listing under that category thanks to a category listing menu. Then, for your category listing, there is an associated module which lists the products under the category listing automatically. So, in the Display->Content modules menu, you should edit the module used for your menu (and not the module you're using to display the category listing on the left). It should already have the option "type of content" to product and you should directly see the prices options when editing it. That's why I asked you to edit ALL of the modules in the menu Display->Content modules and check that all the ones displaying products have the "no tax" selected.