pretty permalinks w/ cat dropdown

I enabled a cat dropdown list that (finally) works and is valid but now I’m getting greedy. I have pretty permalinks enables, so when you click a catergory link undre a post, it takes you to https://abroad-abroad.org/wordpress/index.php/category/everyday/

However, when you select the same category from the drop menu you get https://abroad-abroad.org/wordpress/index.php?cat=1. It takes you to the exact same page, but without the pretty permalinks. Any ideas why?

Thanks in advance for any answers. It’s a small thing, considering the menu actually works and all, but I really really want my site to be pretty.