Question Categories are Nested but Displaying Without Order or Organization

So we created question categories and sub-categories. For example:
Math
  Trigonometry
  Algebra
  Geometry
Math is the “Parent” and Trigonometry, Algebra, and Geometry have been assigned to this “Parent”.
The dropdown list, however, does not show this parent-child relationship between the categories. Instead, the list is shown in the order in which the categories/subcategories were inputted.
How do we show the list in a more organized way so each child category appears beneath the parent category?
Help please! Many thanks!