Not a bug per se. I would say it’s a chain of strange decisions within python, and jinja creators community, to avoid implementing it. Not to provide a most popular rounding method that most of us are taught, familiar with, and expect. The Arithmetic rounding is not even available among the optional ones.
It has been discussed in the past. For example: Jinja round() function gives results which may be unexpected
See documentation (look for Filter round): Templating - Home Assistant
BTW for the arithmetic rounding to integers, this formula might be satisfying:
{{ (value + 0.5) | int }}