Why is Mouse.ButtonUp not firing events when releasing button outside of the window? Is this a bug?

When I release mouse button outside the GameWindow neither is Mouse.ButtonUp fired and neither the Mouse[MouseButton.Left] state has changed.

Now, the next time I press down the mouse on the GameWindow, instead of Mouse.ButtonDown event, the Mouse.ButtonUp event is fired. Likewise, the Mouse[MouseButton.Left] state is incorrect.

This is a bug, right? (I'm on windows XP)