I think i found a bug. If not, please explain me this.

Unity Engine
1

How to reproduce:
1º: Create an empy GameObject on the Hierarchy.
2º: Set the scale to 1.
3º: Place an empty cube as a child, and put it to Scale 4.
4º: Now when you try to rotate it, the cube distorts.
Why is that?

2

Works ok for me. I’m using Unity 2017.3.1. You set the Scale for X, Y and Z, correct? Please post a screenshot https://screencast.com/t/xACOSrmBQo

3

If any of its parent GameObjects has a non-uniform scaling, children probably distort as the object changes its orientation: Strange transformations