It's totally intended. Contrary to its big brother the Celtic Oppidum from 4UC, the Dun Cinneadh isn't meant to improve every type of improvement adjacent to it : only those which aren't resource-specific (so not the camps, quarries, plantations and oil wells). You place your UI on a resource tile, and improve non-resource improvements around.
The fact that there are resources for mines and farms is unfortunate, but that's only a minor setback. Also, don't forget the UI gives food to adjacent water tiles (lakes and coasts).
If you want something that improves everything, which supposes more rarity to keep things balanced, then the Oppidum is for you. The Dun Cinneadh is far more spammable, but weaker is key aspects and does have the claiming part of the UI that is completely unique to it.
I'm less certain the Dun is the smaller cousin of the Oppidum. It's somewhat the much smaller, worse and very distant cousin perhaps. In some regard it's more like the Dun is the reverse Hacienda. After all they have similar build capabilities as they don't require a great person to actually build, can't be built next to each other but instead of improving the tile itself very much it improves some of the surroundings.
"You place your UI on a resource tile, and improve non-resource improvements around."
Technically tho you improve tiles with resources around it to if they just happen have the normal building on it and that building just doesn't happen to be a quarry or a plantation. If it as an example has a mine with gold/iron/silver or salt that gets improved with one extra culture. So it does improve all around but just not those two building types, quarries and plantation. Nor does it as I mentioned specifically improve sea resources, except as giving a +1 food buff to water which would be all of them unless it's in the ocean (which it rarely if ever should be). It should even improve oil in that regard if it's just lake or coast oil as it's still then water. It doesn't improve city centers nor great person improvements.
Oppidum requires a general/merchant/scientist/engineer to build (so you are losing a citadel, town, academy and manufactury by building it, ok not so much losing since the Oppidum are all those things in one to a limited extent). The defense bonus is double (100%). It improves all tiles around it with double the the yields, +2 of some combo compared to +1. Except it doesn't improve city centers and other great person buildings or villages (this has always been a bit odd, but then I guess the Oppi is supposed to be like a fortified village), oil and just general water tiles (must be a fishing boat). They also increase the hurry yield of all hurrying of their great person types.
Hacienda. Creates a super tile based on the surrounding resources (and city center but not other great person infrastructure). It gains nothing if it's not a resource in the tiles and it does nothing for the tiles around it. It's also a +2 per resource compared to the +1 of the Dun. It offers no defense bonus at all. But in some regard it might be a better comparison then the Oppidum.
If it's so to keep it with some kind of Scottish theme (whatever that would be) there might be other things that can be swapped in for the Quarries, cause there are a fair amount of those in Scotland. As opposed to say I'm fairly sure there are no logging camps in Scotland as there is no jungle. But logging camps still get a bonus (+1 gold). Sheep pastures should probably be more of a bonus yields then just regular farm land. Except then pastures went out as it's on a resource but at the same time you are giving the bonus to other tiles as long as it's mining or water resources so it's not really consistent in that regard, this whole idea of improve one resource tile to improve adjacent non-resource tiles.
Question somehow remains as to why Quarries and Plantations doesn't do anything why other things do. In some regard I noted it cause I got a very heavy quarry (lapis, marble and stone) start and realized that this does squat for me, it's almost like building a fort except I can in a few rare occasions in the start of the game build it adjacent to my border. The tile claiming also fairly quickly goes away as a bonus as borders grow and you can't use it to steal land from others (unlike America).
So it makes little sense that the Dun doesn't improve all then if you see it as the smaller Oppi, as that improve all things with +2 instead of just +1.
Was there some design idea that resource tiles are never adjacent to each other? Cause they are. All the time. If the belief was that resources somehow are not adjacent then in theory this works as intended or described. But in reality it becomes weird as resource tiles are often found next to each other. Even on normal or sparse settings it's fairly common, I have not even tried this with more bountiful resources. Which I guess would make the Dun even worse of a building.