I wouldn't necessarily call this a bug. That being said I do believe that there should be a pop-up that let's us know that this quest location is unavailable at the this time.

For example, say you walk into a modest inn, but you already have a quest for the modest inn, it could pop-up and say "Seems that the lights are on, but nobodies home. Maybe they will return later, I've got some quests to do anyway."

Or something to let us know that this location has a quest that we are already doing.