It appears Pelican has made a stand against supporting multiple categories. There are two bug reports that I've found where somebody requested support for multiple categories and was told no. This is something I applaud and encourage. Happily, Pelican is open source so I can modify it to support multiple categories.
Also, it appears Pelican has limited feed and archive settings. I can customize the URL structure for articles, pages, translations, tags, categories, drafts, authors...but not feeds or archives. I consider this an exposure in my URL design so I'll modify this as well.