Hi,
Thanks for your feedback.
HikaShop doesn't allow a product to not be linked to any category.
If that was the case, then you wouldn't be able to find the products without categories on the frontend or backend.
In fact, if you try to remove all the categories of a product in the backend interface, HikaShop will link it to the main category of the shop automatically in order to avoid having the product without any category.
So, if you provide a CSV with nothing in the "categories" column, the import system will just ignore it.
So what you're talking about is meant to be this way for a good reason.
However, regarding the related products, you're indeed correct that this case is currently not supported while it would make sense to support it. In fact, it's the same for options and bundles.
So, I've looked into it and I've made a patch to support that. Download again the install package of the 5.1.2 on our website and install it on yours and you'll get the patch to support that.