"Literals in this bracketed form can run for several lines, do not interpret any escape sequences,
and ignore long brackets of any other level. They can contain anything except a closing bracket
of the proper level."
On Lua 5.2 documentation, the next sentence immediately following your citation states:
"Any kind of end-of-line sequence
(carriage return, newline, carriage return followed by newline,
or newline followed by carriage return)
is converted to a simple newline."
So this is not a bug, the behavior is documented as this.
Although personally, I would have preferred if new lines characters were handled verbatim.