Reviewing the documentation on Identity lookup fields, the category field accepts pipe-delimited entries. That does not imply that you can spread a collection of categories across multiple lookups, but rather that all category data must be populated in the identity lookup. The category field accepts pipe-delimited entries in the case that there are multiple categories for a given identity.
Notably, you can leverage a search-driven lookup to collect data and create a merged category list for inclusion into the identity lookup. It's also good practice to try building a search-driven lookup, as many processes in ES leverage them.
Note that the 'owner' field for the assets lookup is listed as a string, and not a delimited field. Therefore I would not expect to get more than one value.
If you're keen to see the values from another lookup associated with an event, give the field in that lookup a unique name and check that the field appears in the events when you drilldown. Example: category_gs, or category_ad. Always check that the lookup is working properly before beginning more complex operations.
