No, this is not a bug. The ♦ moderator tools for converting an answer to a comment includes two options:
- convert answer and do not migrate comments
- convert answer and migrate comments
Based on the type of answer and accompanying comments, a ♦ moderator can decide if comments should be migrated with the answer. Here are example scenarios for both options:
Not migrating comments
A user without commenting privileges has posted a good feedback question posted as an answer. Several users have commented, saying that this should be a comment instead. Since these comments only serve to inform the user of this, and is therefore unimportant to the response itself, the moderator will chose not to migrate them.
A user posts a link-only answer with a good link, and the following comments are constructive and help facilitate criticism of what's behind the link. Such comments could help other users understand more about this link's contents, and so the moderator will choose to migrate them. In addition, any comments criticizing the posting of a link-only answer will also be manually deleted.
When flagging for comment conversion, you don't have to specify which option to take. A moderator should be able to choose one based on the context. If certain comments, not all of them, are good for migration, the moderator can just delete those comments prior to migration.
If there are a lot of comments, and you want to be sure good ones are not wrongfully deleted, you can first flag the ones that should be deleted. Comment flags are only be seen by ♦ moderators.