I just tried it out also on a little project (just a main.cpp), there it is OK.
So it seems it the sources are in another dll or something else (what's else), it happens.
So if it is a bug in GDB, maybe Sam's suggestion to filter it out is a good idea (less confusion for the user), since user perception is an dangerous thing. If you tell clients well, it 's complaining but it works fine, they don't trust you. ;-)