Here's the situation that does not work as expected:

I have set the "Automatically change status" to use a personalised status message.

ex.  Delay  (minutes):  1     |      Status:  At Work


If I then set a personalised status manually...

Ex. set it to "At the Gym"


After the 1 minute delay, my manually set status changes to the automatic one saying,  "At Work".

This does not work like it should.  A manually set personal status should override the automatic change status. 

If I set the "automatically change status" to use a standard Messenger status, such as "Away", the manually set status DOES override the automatic one.

Ex. I set it to "At the Gym", it stays on that even after the 1 minute delay. 

That's because the Messenger auto-away only happens if you are online, whereas the Plus! auto-away happens indiscriminately on any status. If that's not the way it's meant to work, then yes it is a bug.