Outlook – way to stop Outlook from clearing categories on assigned and accepted tasks

My company recently moved to Windows 7 / Office 2010 from Windows XP / Office 2003.

Previously, we were able to create a task with a category, e.g. v12.3, assign it, and expect the category to stay put. Now, as soon as the assignee accepts the task, the category is dropped.

Here, it says:

By default, categories cannot be sent in e-mail messages. In earlier versions of Outlook, categories could arrive in incoming e-mail messages and automatically be applied on replies and forwards of the categorized messages.

We tried disabling the "Clear categories on mail" rule on both ends, even restarting Outlook, with no success:

Even the built-in color categories are not preserved once assigned and accepted.

We're aware that we can create custom fields for tasks, but does anyone know a way to stop Outlook from clearing categories on tasks?

Thanks in advance!

UPDATE:

I did try setting HKEY_CURRENT_USER\Software\Policies\Microsoft\Office\14.0\Outlook\Preferences\SendPersonalCategories to 1, restarted Outlook, restarted my computer even, but to no avail. Out of desperation, I even tried putting the key in ...\outlook\options and ...\outlook\options\mail, one by one.

Furthermore, I tried, as suggested by yet another source, downloading outlk14.adm, loading it in gpedit.msc (under User Configuration\Administrative Templates), and enabling "Managing Categories during e-mail exchanges", again restarting my computer, and doing the same on the other end:

Alas, nothing.

Curiously, I do see categories on my sent mail. For example, when I send an email to myself, I see the category on my sent copy, but not on my received copy. Is it possible that the Exchange Server itself is stripping categories? (Do I need to involve IT?)