Hi,
There are three ways the system can set the URL on a category from a module, in this order of priority:
1. You have the "force canonical URLs on listings setting activated (which is not the case from what you're saying), and if you filled a canonical URL in the product it will use that URL.
2. It will try to look for a menu item with the category setting set to that category and use the URL of that menu item.
That's what you did for the "strength" and "balance & friction" categories in your module.
3. If none of that works, the system uses the alias of the menu item selected in the "menu" setting of the module (which is the menu item with the alias "strength") and add the text category + / + id of the category + - + alias of the category so that the SEF system of Joomla is able to display the category content properly when you click on the link.
So you're currently in point 3 with most of the categories.
I would recommend to create menu items for the categories, like you did for strength, and it should have links like you want.