It's a bug, although it should be a feature. 5E removing the Wizard's ability to learn any spell always irked me. It's going to be fixed eventually, but I will love it for as long as it lasts.
Wizards have never been able to learn any spells they want. They have a dedicated Arcane spell list. This was how it was in table top or any of the games, like the original BGs (2e ADnD), and Neverwinter Nights 1 & 2 (3.0e, 3.5e).
What 5E
HAS changed, is the splitting of the Sorcerer and Wizard spell lists. In 3/3.5e Sorcerers and Wizards shared the same spell list. This is no longer the case in 5e (Wizards have a larger and better spell list).
In terms of video games, you are correct. In every DnD video game I've played, at least, spell lists were always sovereign.
In terms of tabletop, you are not. 4E didn't have spells, so I'm not talking about that. In 3E/3.5, Wizards could learn any spell if they found a written copy and succeeded a Spellcraft check. In 2E and earlier, Wizards could research new spells that weren't on their spell list. Any spell that was currently in the game was considered a balanced option because it already existed, so by default Wizards could "research" Cure Light Wounds and Holy Word. (Wizards could also research new spells in 3rd, but that was entirely for the purpose of creating new spells since they could already learn non-Wizard spells another way).
Now, this isn't really a big deal, since the Wizard spell list is, with a few exceptions, better than the other spell lists. But it is a thing that they've always been able to do and they can't anymore, and it makes me sad.
