It’s currently not possible by default, but you may be able to do something like this:
add_filter( 'wpsp_terms_output', function( $output ) {
$categories_list = sprintf(
'<span class="categories-list">%s</span>',
get_the_category_list( _x( ', ', 'Used between list items, there is a space after the comma.', 'wp-show-posts' ) )
);
return $output . $categories_list;
} );