Hello !
Absolutely, this is definitely not a bug and as a matter of fact one can only appreciate that the current way of handling these things (importing/opening files with styles) does respect the data of the main user as well as that of the third party user. So from that point of view the current behavior is excellent.

That said it remains a little bit awkward that one can somehow end up not having access to something that is usually there by default. Now it would make sense if such styles were only stored in the custom startup style ; but MOI also "autogenerates" them on startup somehow, so it would make sense to have a way to force this "style auto generation" action at any later time too.