Thats no bug, you can not move a ftp user to another site.
The same happens with editing website and changing it's IP from a particular one to '*'.
Thats no bug too. If we website is created by the admin user, onl the admin user can change this setting. If we bsite is created by a client, the client can change this setting.
Also you should be aware that bugs might have been fixed in svn so I'am talking here about the latest SVN version. If you need more detailed information about bugs or closed bugs for your version, please take a look in the bugtracker.