How to recover deleted (?) activity
Activities have a fairly complicated pattern in the database, where the column is_current_revision determines what the actual version is. You migt want to check the civicmr_activity table to see what the situation in your case. 
Also, if you have logging switched on that might help.
Obviously if you have a backup that might be the quickest fix.

I am not sure if this is a bug, best option to find that out is try your scenario in a demo version?