Umm no, this is definitely a bug. When you load a savegame and it puts you in a different location, that means the savegame is CORRUPTED. You'll get all kinds of weird glitches like bring pushed back from water and doors completely disappearing. This bug is in the latest enUS version of both the PC and 360, and may be in international 1.03-patched games as well.

To avoid the bug, never ever overwrite a savegame, always name it differently. This means you cannot use quicksave at all.