That "problem/thing" is here since long time .. Someone had already reported this "issue".
if you are in stealh mode, it's supposed to hide only the rank (if someone clicks your name), and not the pawn on message.
So no, it's not a bug, it wasn't changed for latest pawns (Purple/Gold/Blueman/Pink/Everypower) like @Brandon said.
After, there's a bug when you are in stealth mode, if you pass from owner to moderator, the pawn will not be displayed for you but for others yes. (To fix the problem, just reconnect to the chat.)