Because in most cases the categories are invented by us, to make sense of the world. But the penomena themselves are often continuous. Or actually not just us but most life with some kind of sensory system - even paramecium differentiates between food and non-food.

Take our color perception as an obvious example: We clearly see different types of color, despite us being unsure at the thresholds in between, and the actual electromagnetic radiation of visible light being a continuous wavelength range.

That is just a fundamental limit of our reasoning. We mentally make models of the world to make sense of it. These models have to be of less complexity than reality, ergo they have to cluster perceptions, ergo we have to categorize.