May be this isn't a bug per se, but it's nasty. When having the "New cross reference" dialog open and with no particular paragraph being selected, you see lots of garbage in the list on the right side. If you search for a specific headline, you'll find it, but not being listed in its actual format, but with the page number attached. You might then think this is just for display, but no, if you add it that way, it adds the text of the cross-ref as shown in the list, with page number. Even if you selected a cross-ref format without page number.

For me, this is a concept flaw.