Keep categories.txt and issue templates in sync

[Ana06]

Discussion from #291. Ideas to ensure that categories.txt and issue templates are kept in sync :

• Make categories.txt a a Python so that we can add a comment (about the need of updating the issue template) and and simplify the reading code (e.g. by making it a list directly) @mr-tz
• Add a check to the CI that ensure the issue templates and categories.txt are in sync.

We are not sure if the effort is worth as we don't plan to update the categories often. Tracking the ideas here in case we see this is needed.