In this case the problem is not the category, but the birth location field. It is not allowed to use the word "Unknown" in any of the place fields. So instead of entering "Unknown County, Texas, United States" in birth place field, it is recommended to enter: "Texas, United States".
Concerning categories: some states do have a "State, Unknown county" category which may be used when the state is known, but cannot be narrowed down to a specific county. It would be pointless to use it on the profile of Jimmie Dalton Adley, because the county where he died is known and he can be categorized there.