It's not a bug, but it would often be avoidable. The reason is that the client strictly follows the card text and rules "after you finish playing an action card".
For example when you play Throne Room - Throne Room - Action Card, it must give you the choice to call it on the Action Card or on the Throne Room. But it wouldn't have to give you the choice on which Throne Room you call it (maybe there's some edge case, but usually at least).
Btw, Coin of the Realm is more annoying in that sense, because it's less often relevant after which action card in a stack you call it. The simplest way to improve this that comes to my mind would let the client automatically continue until new information would be revealed. Then, you could choose whether and on which action card you want to call it (since the last time new info has been revealed).