I don't think that this is a bug. It's more a philosophical thing I think. Some synth send transposed midi notes, some don't. I have both types in my arsenal.
I personally prefer it the way it is. If I need to play everything -1, I just tune all synth in the setup down this step. It makes things a lot easier if you play the "target" synth from its own keyboard, too.
Imagine having a nice analog string sound on the target synth. You play this in the first part of the song on the synth itself. Since your analog super synth cannot layer a dreamy piano sound, you play this in part two of the song from the main synth and layer the target synth per midi. If your main synth would send out transposed midi notes, you would get another scale out of the target synth, as when playing it directly. But if it sends out "normal" tuning, and you transpose the target synth as well, everything sounds perfectly fine, no matter if you trigger the sounds per midi or on the keyboard itself. I hope this was not too confusing. ;-)
Perhaps this is not as relevant, when playing with VSTs or modules without keybed.