Use of “the” after “each of”

It's all right either way. There's a subtle difference but the meaning and intent is the same. I'd be more concerned about " announced in announced in".

Apart from "announced in" appearing twice, the sentence is not incorrect. The more appropriate criticism would be that one would not write "level categories"--one would most likely write categories, or one might write: ". . . at each of five levels . . ." So one might choose to write ". . . announced at each of five levels," or ". . . announced in each of five categories . . ."

The definite article does not appear, because the sentence goes on to describe the five levels, or categories. Were those already known, or the author of the sentence did not describe said levels, or categories, in that sentence, you would be correct, the definite article would be used.

I might add that the sentence does not appear to have been written by a native-speaker of English.

Four categories?