This works (for me)
add_filter('acf/load_field/key={FIELD_KEY}', 'load_just_categories_filter', 12, 1);
function load_just_categories_filter( $field ) {
$terms = get_terms( array(
'taxonomy' => 'category',
'hide_empty' => false
) );
if ( !empty($terms) ) {
foreach( $terms as $term ) {
$field['taxonomy'][] = 'category:'.$term->slug;
}
}
return $field;
}