It is not really a bug, but it is a problem that can be addressed. As you know, dynamic albums are really just a search. So, if your search criteria happens to get a match on the album itself, the album will show up in itself. This often happens if you include folder names or titles in the search fields. For dynamic albums, the best thing is to use only TAGS as the search field. Then don't put the tag on the dynamic album. Alternatively, you can place a tag in dynamic albums identifying them as such and just add a & ! <dynamic album tag value> to your search criteria for the dynamic album.
Well, the difficulty is that we don't know that the search is part of a dynamic album when we are doing it, so we would be removing the dynamic albums from any search.
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If it's easy, anyway. It's not a big deal, just a little confusing.