Not so much a bug as slightly annoying. Arena didn't recognize when the VP were already gone and continued to ask if I wanted to discard an action for VP. #695
So it's all edge cases, but I think they have to give you the option to discard even once the VP is gone as there are some reasons to want to do it. Villa + draw to X or Menagerie, any Treasures which can draw or reveal cards and thus might cause a reshuffle, Haunted Woods.
This is not a bug.
Arena text: At the start of your Buy phase, you may discard an Action card. If you do blahblahblah. So, it's implemented correctly.
One day we will make that discard-to-arena an optional button, but currently optional buttons are action-phase-only.