you cannot pick up buckets of water/lava in creative mode

This behaviour is intended so you can get rid off of pools of water/lava without the need to change to an empty bucket everytime. Besides it is consistent with every other creative mode behaviour where the item you're holding won't be exchanged.

Now, you can pick up a bucket of water using an empty bucket. One bucket of water will be added to your creative inventory. Only one. If you use your empty bucket on ten, twenty, etc blocks of water, you will only ever get the one bucket of water added to your inventory.