I think it has to do with that post where someone missed out on important legal mails because gmail chose to only forward those mails that passed their spam test.

Can't you use the "never mark this as spam" option? I haven't tested that, however, so it's possible that it wouldn't work.

Yes you can and there are other tricks too. However, since its not the default behavior and given that most people don't realize it when setting up forwarding, it can be considered a bug.