It is not a bug. as John writes, using a coloured brush will show that colour.
Converting to "b&W" in LR still results an RGB file. That allows you to tone the b&w image if you wish, which, of course, means that the b&w image is really a colour image looking like a neutral or toned b&w.
There is no grayscale conversion in LR, for that you need to go to PS.