It doesn't seem to be a bug for the most part. The jump movement overrides the slide for the duration of the jump (the slide is not actualy cancelled). If you SSD or DFD really soon on the slide, you will continue to slide after the jump ends. As a sidenote, Monk charge and BLM teleport also 'negate' the slide mechanic in similar ways. Tempered Will will also negate slide.

The only odd behavior is Jump itself, because it doesn't return you to your original location; instead you get stuck at the destination, which is really really freaking nice actually.

Wish Jump would always work like that and SE could cut the animation time on it to boot.