I don't believe it is a bug, I believe it is simply a misinterpretation of the documentation. As you have stated, the documentation indicates that the WebMoving and WebMoved events are triggered by the site's url being modified or being renamed:
from MSDN Doc: "Synchronous Before event that occurs before an existing Web site has been renamed or moved to a different parent object."
However, what gets changed in the UI is NOT the "name" of the site, but the site's title. The SPWeb object does have a "Name" property that is accessible through the Object Model, and updating that Name property and calling SPWeb.Update() does in fact trigger the WebMoved event. The trouble is that this property is not exposed through the web-based settings page for the site, only the "Title" field is exposed, and this field change does not trigger the event. While this seems a bit counter-intuitive and even misleading, if you read the documentation literally, it is behaving exactly as documented.