No..its not a bug..Until you are plundered once, you can still be attacked again and again unless you lose or finish your convoy. You dont even have to be on the same part of the map. Once he lost the battle, he swapped his teams and went back to group base, where your SS would be still visible for him in plunder NPC. This is a natural thing, and my guess is his power is close to your supports. If his was less, then he would inform his groups some other higher powered plunderer who will attack. This is normal.. I know how it feels.

Edit: based on the newer replies the max time you can be attacked is capped at 3.