Sorry for the late reply.
Yep, you’re right, it is a bug. As I said, I’m on a Mac, so can’t help with Windows.
And by the way, there is a bug or lacuna in the Mac implementation, as it doesn’t recognise the code for upper/lower case conversion. It is possible on the Mac, as Nisus Writer Pro (built on the same text engine and also using RTF as its native format) can do it. That said it’s possible that the good folks at Nisus have done something behind the scenes to make it work.
Mark