If I understand what you're saying, it's not a bug - it's been a design feature (or lack of one, if you really prefer) since before navigation forms. AFAIK, the control wizard has never worked on a subform in design view when the subform is displayed on the main form. If you click once on the subform control then right click and choose "subform in new window", (which is the same as opening the subform from the nav pane) the wizard will work as you've noted. I've always considered that to be due to the subform being inside the subform control, which means it's nested and is down one level from the main form. The wizard would have to decipher that the form you want to add the control to has a parent container (the subform control) and be able to deal with that. While this may seem simple enough when a button is involved, it would be more problematic for things like textboxes. Not saying that would be impossible, just that I'm fairly certain this behavior has been around for a long time.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.