Yes, you are not the first to report it either, so I think it might be a bug. I'll try to do some testing to see if I can reproduce it. What version of Dreamweaver and operating system were you using?
Were you dragging and dropping, or clicking a lightning bolt, or clicking the insert button in the bindings panel to add it to the page?
Most likely the issue is specific to the exact usage scenario you were going through and knowing that might help me correct it.