(Yes ,I know, there was a stage we all needed an option to HIDE the menu...)
First, I lack an option to pick more than one category in the custom feed.
But even if I create a new category just for this feed - I'd like to use a menu on this custom feed as well.
And it could be useful to have the option to show and hide categories from any menu.
Example : Vacation and travel blog:
Main feed (all posts) has categories - food, art, transportation etc.
A custom feed for "kids" category will take all posts in that category, but it would be much better to have a menu on this feed, choosing food/art/parks/zoo (but maybe not transportation)
On the other hand - I might want to hide "kids" Category from the main blog menu, and use it only on a separate page.
Hope I've made my point clear enough