This is not a bug. WSO2 Enterprise Serivce Bus (ESB) has been implemented in way to handle the errors while reading the message OR Processing the message via MoveAfterFailure.
If you want to handles the endpoint failure OR DB failure you have to use the error handling techniques used in WSO2 ESB.
[1] http://docs.wso2.org/display/ESB480/Error+Handling
[2] http://wso2.com/library/articles/wso2-enterprise-service-bus-endpoint-error-handling/