There are one-per-faction buildings. You can only build one, but if you conquer another city with it, you will have 2 (or even more, eventually) one-per-faction buildings. I don't see it as a bug...the solution would be to insta-destroy the buildings that exceed, like, for example, the scrying pool (it's insta-destroyed if you conquer a city and you don't have Enchanters) but....who wants that?
About the wonders, I guess it follows a similar mechanics. They can be seen as one-per-game buildings. If they dissappear because the city is razed, then I guess the game allows to build it again. Is it a bug? IDK, but I would say that it isn't. It seems a way to protect the possibility of constructing these special buildings along the game, but there are collateral effects...
Imagine the opposite: you have a one-per-faction building and your city is conquered by an AI. Do you feel like you can't build it again? That you're only chance is to re-conquer that city?
Discussion is on the table