On a bench system, we confirm your report of this behavior - turning off the bug removes that bug on the knob menu, but not the bug or the numeric display. We'll take this up with one of the UI designers. Thanks for bringing this to our attention.
Update - What you observe is the intended behavior. The selection of a BUG from PFD > BUGS toggles whether the bug appears on the knob menu, or not (declutters the knob menu). It is intended that the bug and the digital display for that bug remain displayed.
We have not had other reports of the bugs selected off at startup from customers (other than this report).
I have Skyview V12 and can't get the Vertical Speed bug to go out of view even though it is selected off. Additionally, occasionally on powerup, all the bugs are selected off except "BARO".