I dont belive its a bug. Why only very precious, for low price items are disappearing before showing in market?? Why not worse items or that with higher price?? I think that devs use it to make unnatural order for gold and gems. People lose their items when transfering and have to buy more golds/gems to create another one. They also cant buy good items in market for low prices. Its a artificial market management.
Maybe im wrong, but maybe not. It is a very easy way to resolve it if you really want that. Just let us see who is buying our items in market and also possibility of transfer between characters would be nice.
Only transparency will protect us from abuses.