That's probably not a bug. Nowhere is it documented (to us mere
mortels anyway :), so I doubt the kml output is meant to provide
multidestination routeing. It's been added to Google Maps, but Google
Earth (which is the only offical user of the kml output as far as I
know) does not support it, so there is no need for the support to be
even coded in.
Doesnt make it any less frustrating tho, when something you want to
work, doesn't.