Yes, it is an old bug (2 years), http://trac.haskell.org/gnuplot/ticket/1 (and it's one of the reasons I stopped using Gnuplot with Haskell – the other being the apparent inability to programatically close Gnuplot windows).
As noted in the issue tracker, you can make ghci show what you write again by typing :reload (or, equivalently, :r), but then you lose all your bindings and stuff so it's not a good workaround.
Edit: By the way, I'm on OS X, probably 10.7/10.8 something when I encountered this bug.