They removed the vanish immunity on the PTR, it never made it live.
What this hinges on is how you define "bug".
Is avoiding AoE stun/incapacitate effects an unintending consequence of using vanish? Yes, probably.
But while the developers probably didn't forsee this use of vanish, they also haven't done anything to counter it leading me to believe that the effect is "working as unintended".
Personally, I don't vanish tear gas because I don't have to. The fight is completely doable without it.