Your rogue doesn't even need to be unchained from the party for this to happen. Happens to me all the time with the entire party still chained. You have to take some kind of action to get the rest of your chars pulled into the combat (like unstealthing, getting close enough to be spotted, taking an action, etc).
If you're in this state and you attack with, say, your rogue who initiated the combat, then end your turn, then you just threw away that turn for the rest of your party because they never even entered the combat during that turn.
It's probably a result of the co-op mentality, wanting to let other players (characters) continue doing what they're doing without getting automatically pulled into fights other people start etc.
I think it's intentional, not a bug, although it could use some adjusting maybe.