shoot.. this was not a bug actually i guess, i ve just tried to select the 'subcat' as 'Main' not 'Extra'.. but afai suppose, it should show the subcat in the single url even if subcat is checked as 'Extra' , because, lets say this post is under 2 subcats, lets say Dogs>Paws>Nail post..
Than, you wont be able to display your post as 'dog/paws/nail' as you can select only 1 cat as 'Main'.... dont know you decide