Ok, this was indeed a bug. Now, regarding missing SANs. By default CA server do not accept alternative names as an attribute. You need to configure your ca to allow SAN from attriutes (ok, you are aware about the issue).
$myCA | Get-PolicyModuleFlag | Enable-PolicyModuleFlag -Flag AttributeSubjectAlternativeName -RestartCA
and when not needed:
$myCA | Get-PolicyModuleFlag | Disable-PolicyModuleFlag -Flag AttributeSubjectAlternativeName -RestartCA
$myCA | Get-PolicyModuleFlag | Enable-PolicyModuleFlag -Flag AttributeSubjectAlternativeName -RestartCA
and when not needed:
$myCA | Get-PolicyModuleFlag | Disable-PolicyModuleFlag -Flag AttributeSubjectAlternativeName -RestartCA