I don't know whether it's a bug or not. I've got a fixture which has the shutter opened all the time at the DMX value 255. In a scene with these fixture I need fade in and out. But when the scene fades in and out it strobes because of the fading shutter. So I said no fading for the shutter channel in the setup window. Fade in works very well. But fade out sets the value of the shutter channel directly to 0. I think it should be set to 0 at the end of fade out. When it's no bug I think it would be very nice to correct this, because now I need groups and scenes to do a fade out.
The value will always jump before the fade. If we changed it around so the fade happened first, there will still be an issue if you were fading out of an OFF scene to an underlying ON scene. One idea is to make an effect button called 'Shutter ON' and set the shutter to on.