This could be a WP bug, but we should rule a few things out. I created a little video for you to show you how to an anchor with a custom menu should work. You can see it here: https://www.youtube.com/watch?v=fkutDw2jCrU.
Please note: 1) ignore class="pink" (e.g. <div id="anchor" class="pink">ANCHOR</div>). I added that so we could see the text easier. 2) my website has a fixed menu header, so when the anchor scrolls to the top, it goes under the menu header. Which is why in the vid I have to scroll down just a tad to see the ANCHOR.
If everything looks the same on your site as in the video, then try these next steps
1) make sure WP is up-to-date
2) Switch to the twenty-fifteen theme and see if you get the same results. If that works, then you know it's a theme conflict.
3) Deactivate all of your plugins and see if you get the same results. If it works, then activate the plugins one at a time to find the conflicting plugin.
Let me know how it works out