I ran into the same problem on my site. Now that posts can be multi-category, the ‘post_category’ column in the posts table will contain zeroes for all newly created posts. Some of the code, especially the template tags, apparently haven’t been updated to take this into account.
I prefer to live in a fantasy world where posts still only have one category, so I created a plugin to work around the problem. It populates the ‘post_category’ column when I publish a post.
There is another way of doing this, I just realized. If your plugin has very simple options, you can just add the appropriate rows to the “option” tables, and a new sub-tab will appear on the Options tab on the Admin screens, with an admin page for your options auto-generated. You just need to create a new option group, and define some options within it.
For plugins that only need very simple configuration settings, this might be a good way to go.