Certainly not a bug, and the Numa implementation actually makes a lot of sense. To understand it, you need to look beyond the Numa, and at how MIDI works.
Face it, every MIDI signal sent from a controller can potentially have unintended consequences. The solution is not to silence the MIDI signal at the source - that would mean preventing every knob, button, fader, aftertouch, expression pedal, pitchbend, ribbon from sending MIDI. Effectively denying control options to musicians - with no scope for workarounds.
The sensible way of preventing unintended consequences is through MIDI filters. High-end sound engines like the Kronos have built-in filters, if I'm not mistaken. Or you could always use a tiny MIDI solutions box to filter out CC7, which is what the volume knob would be transmitting.
And if you're controlling software, there are just so many ways of filtering out unwanted CC.
As @AnotherScott points out elsewhere, the Numa 2 is perhaps the best controller out there right now - for a VB3 rig. And that's precisely because all the hardware controls transmit MIDI!
- Guru