When switching back from pizz to arco, with the first arco note being a grace note, the switch doesn’t actually happen until AFTER the grace note. This can be worked around if there is a rest before the switch, by placing the arco technique on the rest.
We wouldn’t consider this a bug, since the program is working as designed, but I agree that this is something that we should change. There is currently an expectation that the playing technique won’t change at a grace note position (at least for Shift+P playing techniques).