The bug
When you shoot an arrow with a maximum drawn back bow, the arrow is critical, which means it deals more damage and emits particles. The problem is that this state is not stored in the NBT data, which means when the arrow is unloaded it loses this state.
How to reproduce
Draw a bow to the maximum back
Shoot the arrow
→ It emits particles (=critical)Close the world, while the arrow is flying
Reopen it
→ The arrow does not emit particles anymore
Related issues
Comments

A similar bug is also, that arrows lose their punch enchantment effect when being reloaded ( MC-59626 ). Both of these bugs occur, because the nbt structure of arrows is incomplete. Each of these bugs should be easy to fix, by implementing new nbt tags to the arrow, which could be done by just adding 1 or 2 lines of code to the functions which write and read the nbt data of the arrow.