Update 1:
Thanks to @birgire for suggesting a better way:
wp_list_categories( [ 'include' => wp_list_pluck( get_the_category(), 'term_id' ) ] );
Try this in your single.php
template:
$current_cats = get_the_category();
$current_cats_ids = [];
foreach ($current_cats as $cat) {
$current_cats_ids[] = $cat->term_id;
}
wp_list_categories([
'include' => $current_cats_ids,
]);