As the related answer says, it is simply because the log function from the console object in IE doesn't inherit from Function. It's a host object, and it uses whatever rules IE sees fit.
But it's a function-like. That's why using Function.prototype.bind works, just like using Array.prototype.forEach works on array-like objects. (Hint: NodeLists and HTMLCollections.)
It's not a bug per se, because there is no specification talking about the console object. The DOM living standard doesn't even mention it. So each browser implements this object the way it wants to.
And it does mean that the window.alert function is subject to the same problems. We're lucky that it works so well across browsers.
That's IE. Deal with it. Although IE9 is far better than IE8, it's still way worse than the other modern browsers.