I understand now.
I think it would be clearer to distinguish between categorizing files
and categorizing tasks. In a sense, using #+CATEGORY across several
files (as you do) is more a way to group these files under the same
ombrella (conveniently called "category"), rather than to group all
tasks below each #+CATEGORY in the same category.
Let me say it with other words: if several files share the same
#+CATEGORY, then this bit of information won't be of any help to
distinguish between these files' tasks, it will only help separating
files with #+CATEGORY: A from files with #+CATEGORY: B.
Then I think the right solution would be to have groups of agenda
files.
Something like:
#+AGENDA_GROUP: personal