This is not a bug.
The link remains blue until the next page is fully loaded. If you click the "X" to stop loading (in the top left) or back arrow before the page is loaded, then the page will not highlight.
This is the way chrome works: If the page isn't in your history, then the link won't turn purple. Google links that aren't loaded all the way get a google URL, not the URL the link eventually points to.
Hope this betters your understanding!