The property grid is "open source".

This description text is set by this https://referencesource.microsoft.com/#system.windows.forms/winforms/Managed/System/WinForms/PropertyGridInternal/PropertyGridView.cs,4496

this.ownerGrid.SetStatusBox(gridEntry.PropertyLabel,gridEntry.PropertyDescription);

And gridEntry for a category is handled by the CategoryGridEntry class https://referencesource.microsoft.com/#system.windows.forms/winforms/Managed/System/WinForms/PropertyGridInternal/CategoryGridEntry.cs which derives from GridEntry class which defines PropertyDescription property here https://referencesource.microsoft.com/#system.windows.forms/winforms/Managed/System/WinForms/PropertyGridInternal/GridEntry.cs,909 by this:

  public virtual string PropertyDescription {
            get {
                return null;
            }
        }

This property is not overridden in CategoryGridEntry, and all this is internal code, so, no, you can't have a description for categories grid entries.