The documentation for the CENTER option of a Define is pretty clear it only affects left-right justification:
headings
centers the formatted values of the report item within the column width and center the column heading over the values.
You might get the vertical justification with this:
Define CATEGORY / CENTER GROUP order=data "CATEGORY" style=[vjust=center];
Might. Depends on ODS destination and possibly other options like the ods style in effect.
You should mention or better yet include ODS destination options. Last time I checked Report doesn't do a merged vertical cell as you show in the picture without considerable more than just a define like you show. Best is to include data as a working data step and your entire procedure code.