Not really -- they're all "potential todos" that need to be tracked and prioritized in the same place.
And the difference between a bug and a feature is often in the eye of the beholder. I'll very often title a GitHub issue with "Bug/Feature Request:" since it's often debatable whether the existing behavior was by design or not, and I don't want to presume one way or the other.
So I do consider them all pretty interchangeable at the end of the day, and therefore not really confusing.