Load entries based on category field value while multiple categories are selected
After looking for some more options I found the solution.

At first I was looking for a solution on how to check if the handle was inside of the array but, didn't manage to output the entire array as a conditional. I ended up changing the filter to filter on the category id (should have done that in the first place). 

Now I'm filtering by ID so I could just use:

{% for entry in entries if selectedCat in entry.categories.ids() %}

I got some help from this answer after I figured out to use ID's instead of handle's

Converting array of entries to an array of ids