Considering the FFT of Real & Complex Signals
There's nothing wrong here -  complex sinusoids like your signal really have only one peak in frequency domain! This is the fundamental idea of why we use the Fourier transform for periodic (even complex) signals.

You can think of it this way: 

the cosine has two peaks, one at +f, the other at -f. That's because Euler's formula actually says $\cos x = \frac12\left(e^{ix}+e^{-ix}\right)$. You can see the two complex sinusoids that lead to your two peaks.

Now, doing the same for the sine, we see that $i \cdot\sin x =i\frac1{2i}\left(e^{ix}-e^{-ix}\right)$. That means, the sine kills one of the two peaks of the cosine, if you will so.

Everything's alright :)