Command @s won't work in command blocks.

Please include the command used to reproduce the bug.

is not meant to because command_block is not an entity

This is Working as Intended. A command block is not an entity and cannot perform actions with itself as a target.

To use @s in command blocks, you need to use /execute to execute a command as an entity. Example:
/execute @e[type=cow] ~ ~ ~ tp @s @p
teleport all cows to the player nearest to them

>> 100% not a bug.

I’m a command expert myself.

@s = Means the entity who is executing the command.

Command Blocks are not entities. Players only can use @s. but if you wanna use @s.

Do /execute (Targets: @p, @a, @e, @r, etc. not @s) X. Y. Z. /msg @s.

That only works. 
doing /msg @s is not gonna help. 

You can use tags (/tag) to do it.🙂