Have I failed to set something up correctly or is there a bug here?
Sort of. I removed all those clickable links from that display early in January, a change included in the last update (3.0.0). So if you are still seeing them them your upload failed to replace the file admin.php.
Why did I remove them? Precisely because of the issues you raise above. I decided, as those bugs had been around for at least a couple of years, that no one would miss the links. So it was easier to remove them than fix them. You can get all the same info from the full users list