Is this suppsoed to be a bug?

@KitKart. your closest approach is never guaranteed to be at apoapsis. The closest approach calculator determines your closest approach in a given time window (I have no idea how long that time window is), so the point where your spacecraft is closest to your target will be your closest approach. I've had orbits where my apoapsis was so high that I the only time I was able to get close was at my periapsis, or a whole day in front of me.

If Cylero's orbit is a perfect circle and you're only touching it at one point then yes.
Otherwise no(t necessarily).