It is glitched. Cryo is the first primary ammo weapon that does energy damage sitting in the kinetic slot in D2. This is causing the game to basically not recognize it correctly. So to progress the catalyst kills to finalize it you need to have Cryo equipped, but get kills with a weapon in your energy slot. For ammo economy I would choose an energy weapon in your second slot that uses primary ammo such as another sidearm, SMG, pulse or scout rifle.