This isn't a "bug".... This is how Illustrator functions and has always functioned where Opacity Masks are concerned. A "bug" is an instance of repeatable behavior which is unexpected. What you have outlined is entirely expected behavior.
Opacity Masks assume the top object of a selection should define the mask. It doesn't see "groups" So the top single object or compound shape will define the mask.
Therefore yes, the top most object will become the mask shape. There are a few ways to circumvent that, I've outlined one such method below, but there are others.
If you want that entire shape to be the mask.... make it one shape via Pathfinder or create a compound shape. As 3 separate objects, the top object will always define the mask.... and Groups don't count.
To create a mask containing all 3 of your objects...
Copy the Objects
Draw some random shape on top of everything
Make Mask button.
Delete the random shape from the mask
Paste the previously copied objects on the mask (in front or in back to retain position)