It looks like the normal behaviour, I think.
In your case, you could enter the upbeat in the first bar, then delete the rest with Insert Mode (Global adjustment of current bar) engaged.
(And don’t forget to disengage Insert mode once it’s done!)
In Dorico, Time Signatures only do one thing: They redistribute the musical material into specific length bars, up until the next time signature. They do not add/remove musical time (with one exception).
So, when you change your initial 2/4 to a pickup (2/4,1) Dorico takes your initial 2 beat rest, sticks one of them into the pickup and then redistributes all the remaining material into 2-beat bars (it cannot somehow lose that 2nd beat rest! If you don’t want it, you must remove it yourself).
(The exception) Because this redistribution only works up to the next time signature (if one exists) it is perfectly possible to end up with an incomplete bar before that time signature (it’s another pickup). You can avoid this by engaging insert mode (I) before changing the time signature and Dorico will pad rests in the final bar to ensure it is complete.
(A final trap for the unwary) All manual barlines are really hidden time signatures (eg you may have added double barlines somewhere)!!!
Experimentation is the best way to learn and once it clicks, it will be really simple, logical and powerful.
I am all for Dorico making adding upbeats/pickups a simpler process, but from the number of questions that arise here (although that probably represents a small number of Dorico’s user base) I start to wonder if nobody plans ahead when they write or arrange their music. I find I generally know when I want to start a phrase or piece of music with an upbeat. Clearly there are others that do not work that way.
