There is no bug:
I think you're under the impression that "tracks" appear in the editor, but that's not the case. An editor (be it the piano roll, event list, or score editor) shows you the contents of regions. To be more specific...
• A track is a "container" for regions
• A regions (in this case, a MIDI region) is a "container" for MIDI events
• The selected region's contents appear in the editor
Thus, selecting an empty track doesn't de-select the currently selected region, the contents of which maintain a persistent view in the editor until another region is selected.
Note that this behavior (maintaining the view of the selected region's contents) is a function of the Link mode setting. When it's yellow (content link) -- the normal setting -- you will get the behavior I described.
All normal, no bug.