Do not rely on the theme to hide non-used category edit links, use hook_menu_alter() instead.

The idea I borrowed from the profile_role module:

function user_types_enabled_categories_raw($user_id) {
  global $user;
  static $categories;

  if (!isset($categories[$user_id])) {
    $categories[$user_id] = array();

    $query = "SELECT DISTINCT category
      FROM profile_fields pf INNER JOIN user_types_profile_fields upf ON pf.fid=upf.fid
      WHERE enabled=1 AND upf.user_type_id=%d";

    $user_type_id = user_types_user_user_type_id($user_id);

    $result = db_query($query, $user_type_id);

    while ($category = db_result($result)) {
      $categories[$user_id][] = $category;
    }
  }

  return $categories[$user_id];
}

/**
 * Implementation of hook_menu_alter().
 */
function user_types_menu_alter(&$callbacks) {
  $result = db_query('SELECT DISTINCT(category)
                      FROM {profile_fields}');

  while ($category = db_result($result)) {
    $key = 'user/%user_category/edit/' . $category;
    $callbacks[$key]['access callback'] = 'user_types_access_category';
    $callbacks[$key]['access arguments'] = array(1, $category);
  }
}

/**
 * Access callback -- ensure that the user being editted is of a type that
 * uses the field category, if so then ensure that the editting user has
 * permission to edit the fields.
 *
 * @param object $user User being editted.
 * @param string $category Profile field category.
 * @return boolean Access.
 */
function user_types_access_category($user, $category) {
  $enabled_categories = user_types_enabled_categories_raw($user->uid);

  if (!in_array($category, $enabled_categories)) {
    return FALSE;
  }
  else {
    return user_edit_access($user);
  }
}

Great module though!