Bug or not, I don't know. But maybe just we are behind Java.
Anyways, when slabs or stairs are placed in water, they still have the air gap, when java versions have this issue already fixed (to a certain extent). Also, water sources still cannot be placed inside of stairs and slabs.
Maybe this will arrive in the next update?
This feature hasn't been ported to Bedrock or console yet, and it is still only in testing on the PC version.