did u do all the dungeons for expert atleast 1 time each? if u havent then thats why u dont have category so u need to figure out which one u havent done fully to unlock it in duty roulette otherwise expert one wont appear in list.
and before u say its unlocked on a different character but not on that character u gotta remember both characters are different so u will need to unlock it on each new character via running dungeons atleast 1 time each on each char to get category