Class org.netbeans.modules.profiler.categories.MarkerProcessor which is used
for classes mark has method "addImplementorMethods" .
The latter method is used for marking classes an their methods which 
extends/implements some given class/interface.
This method uses ClassIndex.SearchScope.SOURCE only for classes search .
Such approach could work ( actually it doesn't work , see below ) 
when user choses Profile only Project classes settings.
F.e. in case of profiling ALL classes such approach will miss marks for 
classes in binary jars classpath.

There is f.e. marks for classes in the package "sun.java2d".
ALL classes in this package will be marked with Java 2D category ( when all 
classes are profiled ). This is inconsistent with approach for subtypes 
definition: algorithm apply marks only for classes in the project source root.

I suggest to use  both scopes ClassIndex.SearchScope.SOURCE and ClassIndex.SearchScope.DEPENDENCIES for search.
This will always work . In Project classes only profile case it will just takes 
more time .

Current approach has the following issue anyway :
"addImplementorMethods" method needs to "recursively" find all classes which 
are extends/implements given class/interface. But result of usage only scope 
ClassIndex.SearchScope.SOURCE leads to miss part of such implementors.
Consider f.e. JPanel. This class extends JComponent with UI/Painters category.
The current algorithm will not include JPanel as implementor of JComponent.
As result all custom hierarchy of JPanel ( any class in the project source code
which extends JPanel directly or indirectly ) will not be included in 
implementors list.
So the current approach should be changed . I believe the most 
appropriate way to do this : just uses both search scopes.