Hello,
This isn't a bug. This is just how the combat system works. You can queue up a mystery as soon as a round starts, but before the swap is made. Things happen in order (round start, then beginning of round actions like the swap), and you can act at any time in that order. With a ninja that does not swap mysteries, this has some benefits (such as with Shisui SS queue up before his excited mode lowers his cooldown. If you wish to avoid this, you will simply want to avoid using the mystery until the swap occurs.

Thanks and have a great day!