Hi,
Then that means that either you have caching on your website preventing you from seeing the change, or you added the main category of your menu to each product, which is not necessary. You should only add the categories where you want the product to display when you edit/add your product.
Or maybe you didn't edit the correct "sub element filter" option. Did you go in the menu Display>Content modules, and edited the module with the id 110 and turned off that option there ? That's the one used on your link.
You won't be able to edit it if it is considered as a root category.
You'll have to use a mass action via the menu System>Mass actions to update the category_parent_id of the category to the id of the product category based on a filter on the category_name matching with the name of the category.
Then, you can click on the "rebuild" button of the categories listing and it should display properly again.