It's not technically a bug, rather it's unclear information. In the Loyalist tooltip it states that they will 'vote like the Liege', when they in actuality vote yes to the Liege's proposals. As the favor-vote is technically started by the Liege (the Council member using the favor uses it to make the Liege start a vote, the councillor isn't counted as the 'vote starter'). Though I agree that this feels wrong, and I'll file an improvement report on it.