That isn't a bug. When creating a story, you have the option of enabling Sneak Preview mode. Enabling Sneak Preview mode will display an unpublished story on your wall as a work in progress. If you manipulate the URL, you can view a story with Sneak Preview mode enabled even if it's unpublished.
If a story doesn't have Sneak Preview enabled, it won't be displayed on your profile and nobody other than you or your coauthors will be able to access it.