Unless you're describing something else, this is not a bug. Alt.Binz always removes any queue items that are empty, i.e. do not contain any paused files. Cleanup (auto or manual) removes all queue items that are complete, regardless of whether they contain paused files.
To track your downloads, read your Log. Set it to non-detailed logging and there you go, a simple dl history. There is also the PAR2 tab. If none of this suits you, try an execute command on completion to log successfull downloads for you - the code is in the Help forum.
Lots of options, really.
