Nope, it is not a bug. You would need to include the email address that is forwarding to your instance in that field for incoming email to work. On our hosted sites, there are 2 ways to configure incoming email:
1. Use default plus addressing for your site name
Say your site name is example. On your site you have a foo category. Users can email you at example+foo@discoursemail.com, assuming you enable email in in site settings and check off the Accept incoming emails sent to: example+foo@discoursemail.com box in category settings.
1.5. Use custom plus addressing for your site name
SImilar to example 1, you can enter a custom plus address for a category using the Custom incoming email address field. So instead of users emailing example+foo@discoursemail.com you could configure example+bar@discoursemail.com
2. Configure email forwarding
The alternate option is to configure an external inbox which forwards to your site. Say you have support@example.com. You could configure that inbox to forward mail to example+support@discoursemail.com, so that emails are posted to your support category. However, since the emails are sent to support@example.com, you need to include that as a custom incoming email address, in addition to checking off the accept incoming emails sent to... box.
Does this make sense?