I don't think this will be regarded as a bug.
Debugger mode is derived from comint mode which, by design, doesn't display output until it gets to the end of a line.
A few details, if you care:
>From the other side, gdb doesn't see anything you type until you type <ENTER>, invoking (comint-send-input) and as a consequence calls the comint-input-filter-functions.
I think the corresponding function for output is (comint-output-filter).
These things usually do good things for you, like hide passwords.
An experiment (under *NIX), if you want an example of what comint doesn't show you:
Get a shell buffer and type 'stty sane'. (This cooks the terminal. Comint intentionally makes it raw to control I/O.
Now type a command like 'echo Your name here.'
You will also see the command since the terminal now echoes its input too.
(No, I don't know how to do this on Windows and I don't know something that corresponds for gdb. Sorry.)
I hope this helps.
,Doug