Is this a bug ?
Page doesn't support BbCode, that's correct. However, this editor doesn't save BbCode, it saves the HTML output (after doing a BbCode parse in the server, on page save).
This happens because of a bug in the rendering. Basically, XenForo CSS overrides <ul> and <ol> list among other things, new version has been sent to Cory Booth to release which will make the HTML display correctly. This is just a display bug, not a functional/design problem (if you inspect the HTML, it should be correct).