This is not a bug.
Some mail clients send empty BCC to indicate there are Bcc recipients, some don't send BCC header at all.
In rare cases when a message is addressed to a single person, or the message is addressed to many addresses, but is send to each address individually, you can leave the BCC header containing the address of this single recipient - however I would advise against doing this.
You can easily add "Undisclosed recipients" group to the email's TO header:
MailBuilder builder = new MailBuilder();
builder.Text = "Plain text";
builder.From.Add(new MailBox("from@example.com"));
MailGroup undisclosed = new MailGroup("Undisclosed recipients");
builder.To.Add(undisclosed);
builder.Bcc.Add(new MailBox("bcc@example.com"));
var mail = builder.Create();
By default Mail.dll sends empty BCC header for emails that have Bcc recipients. It is possible to change that, but again I strongly advise against it, as you may reveal Bcc recipients by accident.