The main Feed where you "are" seeing the comment on your card wall task is more general and designed to display much more information than the Feed found on the Manage console. From Manage, it will only display project-level updates which are generally of more importance than just a comment added to a card wall task. If your comment had been added to the card wall itself, instead of a specific task on the wall, it would have displayed from the Manage Feed.
To answer your question, it is not a bug for the reasons stated above, and there is not a way to change it due to the need to keep the Management side of the project Feed restricted to only high-importance items.
I hope this has helped answer your questions. If there is anything else please let me know.