Mastodon doesn’t support groups so it’s maybe not a “bug” per se, but it is at least a missing feature.
Consider also that if Lemmy shared upvotes the same way, you would only see the upvotes on posts from your own instance, i.e. upvotes would only appear on the local feed. The all feed would be pointless and in general it would be pointless to try to sort posts across the whole fediverse, as you only receive upvotes for your local posts.
Lemmy simply would not function if it shared votes like that. So in that sense, it’s a bug kind of. And as mentioned above, I think it’s a bad way of doing it, as it encourages centralization.