Probably not a bug but I was surprised: $' does not work inside "..." close.

[Dale R. Worley]

I have it encoded in my head that $ inside "..." is respected.  Subtly,
the $'...' construction is not respected inside "...".  After reading
the manual page carefully, I realized this is because the interpretation
of $'...' is not part of parameter expansion (despite its $) but rather
it is a special form of quote interpretation, "Words of the form
$'string' are treated specially."

However, I'm not sure that text is entirely accurate, either, as

$ echo xxx$'aa\ta'yyy
xxxaa   ayyy

"Word" is generally used to mean non-space characters (separted by
spaces), but the argument of "echo" is only one word, which is not, as a
whole, of the form $'...'.

Dale