Technically, I think it would not be regarded as a bug because KiCad is behaving "as designed". It might be accepted as an enhancement request (aka wishlist).
Testing wires for unconnected ends seems like a reasonable thing to do. A power symbol is equivalent to a net label with some fancy graphics. In KiCad, an unconnected label is not regarded as an error either. I think it should be, I can't really think of any reason why not.
Well, having said that I just checked the bug tracker, seems someone already raised it
https://bugs.launchpad.net/kicad/+bug/1639400. Seems that no developer is bothered about it.