WordPress have a ”bug”. It doesn’t add a current_cat_ancestor class to the wp_list_pages function. If you need it, you can use the code below.

function wp_list_categories2($args = '')
{
global $cat;
if($args == '')
$wp_list_categories = wp_list_categories();
else
$wp_list_categories = wp_list_categories($args);

$cat_id_cut1 = explode('cat-item-', $wp_list_categories);

for($i=1; $i<sizeof($cat_id_cut1); $i++)
{
$cat_id_cut2 = explode('"><a', $cat_id_cut1[$i]);
$category_id_array[] = $cat_id_cut2[0];
}

for($i=0; $i<sizeof($category_id_array); $i++)
{
if(is_numeric($category_id_array[$i]))
{
if(cat_is_ancestor_of( $category_id_array[$i], $cat))
{
$wp_list_categories = str_replace($category_id_array[$i], $category_id_array[$i] . ' current-cat-ancestor', $wp_list_categories);
}
}
}
return $wp_list_categories;
}