Nope. That is not a bug. Have you played Heroes III, Mandea? Golems (from the Tower town) were similary mechanical creatures. Now, in HOMMIII if all your troops were the same race, all creatures received a +1 morale bonus, then there were skills, spells and artifacts to increase morale. But no matter what you did... Stone and Steel Golems were always on Neutral morale.
It's logical... how could you motivate a machine to raise its spirits?
On the upper hand - this made Golems useable in Undead armies, as they never get negative Morale either. They were also immune to the spells Sorrow and Mirth that affect Morale.
Droids in AP are the same category, it is not a bug they do not increase their morale.