Your Hero model has a FK to Category. So all category objects will show in the admin dropdown for category. If instead, you wanted to see only a subset, Django allows you to customize that by overriding formfield_for_foreignkey:
@admin.register(Hero)
class HeroAdmin(admin.ModelAdmin, ExportCsvMixin):
    ...
    def formfield_for_foreignkey(self, db_field, request, **kwargs):
        if db_field.name == "category":
            kwargs["queryset"] = Category.objects.filter(name__in=['God', 'Demi God'])
        return super().formfield_for_foreignkey(db_field, request, **kwargs)
_images/filter_fk_dropdown.png