The catalyst is not used up
Dry the residue, weigh it, and you get 0.2 g back. That is, the mass of the manganese dioxide has not changed.
So the manganese dioxide was not used up in the reaction. Which means the manganese dioxide acted here as a catalyst.
Remember
A catalyst speeds a reaction up, but it is not a reactant. At the end of the reaction its mass is the same mass it started with.
Three more points
A small amount is enough
A small amount of catalyst suffices for a large amount of reactant — because it is not consumed, the same small amount works over and over again.
Each reaction has its own
There are catalysts particular to each reaction. One that works for a given reaction may do nothing at all for another.
The physical form may change
The physical form of the catalyst may alter as the reaction proceeds, but no chemical change to it takes place in the end.