Add Class While on Current Post; wp_list_categories

very similar approach to the answer by @AndrettiMilas:

add_filter('wp_list_categories','style_current_cat_single_post');
// filter to add the .current-cat class to categories list in single post
function style_current_cat_single_post($output) {
    if( is_single() ) :
        global $post;
        foreach ( get_the_category($post->ID) as $cat ) {
            $cats[] = $cat->term_id;
        }
        foreach($cats as $value) {
            if(preg_match('#item-' . $value . '">#', $output)) {
            $output = str_replace('item-' . $value . '">', 'item-' . $value . ' current-cat">', $output);
            }
        }
    endif;
return $output;
}

adapted from one of my articles.