Not a bug, but a suggestion concerning the recent chat privacy options:

If you have the chat privacy on, when other's try to talk to you, they will see a symbol (indicating that you cant see their chat) will flash up for a brief few seconds. And if you try to use chat with the privacy on, you will see the same symbol above the players' heads who cannot see your chat either.

Basically something to let other players know you cant see their chat.