I don't think it is a bug though, it works just like this with any other connection, seems to be more like a limitation - if you want them to connect as a corner they have to have the same priority, otherwise one will run into the other from the side. It works as expected where the top frame is horizontal. After drawing the reference line, the sun cursor appears: click with the sun cursor to define the outside of the Curtain Wall.

If the upright can be slant cut then surely the inclined frame should be slant cut to the boundary profile? The same problem occurs with the uprights if the inclined boundary is changed to an invisible division e.g. On the attached image the upright has a priority of 12 and the incline has a priority of 16. Note that the Curtain Walls default Floor Plan Display option is called Symbolic with Overhead, which is unique to Curtain Wall Settings. This video introduces the Curtain Wall tool improvements in ARCHICAD 22, such as its usability as a flexible design tool for mid to large size architectural offices, by focusing on the design process and making the tool easy and fun to use. The curtain wall tool is not forming a clean connection where the top boundary is inclined and the frame classes are different with different priorities.

Curtain wall archicad 18