No bug here. Borders don't expand far over water. The general rule seems to be that if the tile cannot ever fall into the "fat cross" of a city (i.e. is too far from land for this to ever happen), it can never be cultured. If you mouseover the tile or turn on the yield display you'll find there are actually two types of ocean, one which gives food and trade (and hence is close enough to land for cities to use) and one which gives absolutely nothing, as it can never be used. Tiles that fall into the latter category can never be in your cultural radius, so you'll never get those three tiles indicated in the screenshot.
A general rule of thumb is that if it's more than two tiles from the shore, it's unclaimable international waters.