I personally do not see the 3 additional categories to block, I can only block up to five right now. But Google did say, "you should notice this change within the next few weeks."
Google does explain how to find this category filter:
To get started with category filtering, sign in to AdSense and visit the Ad Review Center, located under the AdSense Setup tab. You can choose from the listed categories, which include religion, politics, and dating, and your selections will be applied to ads in English no matter how they're targeted.
Forum discussion at WebmasterWorld.