That's not a bug just an inherent problem with using very thin colliders with a discrete collision detection system.
It's not a Unity problem and Unity allows you to configure continuous collision detection to prevent tunneling https://docs.unity3d.com/6000.3/Documentation/Manual/Continu...
Game development is full of domain knowledge like this because games need to make compromises ensure completing simulation updates at no lower than 30Hz.
Game development is full of domain knowledge like this because games need to make compromises ensure completing simulation updates at no lower than 30Hz.