Currently, xfce4-screensaver-preferences.desktop.in only shows "Categories=GTK;Settings;DesktopSettings;" as categories but according to the menu file  from xfce4-settings it should contain some more so it could be shown on the settings dialog, namely:
Sean Davis referenced this bugreport in commit ccb8abfacc734735233886562114ae6d75ff6f84
Add additional categories to correctly display in the Settings Manager (bug 15507)
Thanks for the bug report! Applied the suggested fix above.