Não é um bug de acordo com a documentação do chown:
$ info coreutils 'chown invocation'
The 'chown' command sometimes clears the set-user-ID or set-group-ID
permission bits. This behavior depends on the policy and functionality
of the underlying 'chown' system call, which may make system-dependent
file mode modifications outside the control of the 'chown' command.
For example, the 'chown' command might not affect those bits when
invoked by a user with appropriate privileges, or when the bits signify
some function other than executable permission (e.g., mandatory
locking). When in doubt, check the underlying system behavior.