Wrong Nyquist Diogram in Linear Analysis using Transport Delay

I use Matlab R2020a, Windows 10.

I simulate simple scheme in Simulink. I attached input and output Linear Analysis point and opend Model Linearizer app. After this I tried to draw Nyquist Diogram. I expected pure circle, but I got circle with lines (seems like chords).

Also my scheme seems so:

Here I just wanted to test "dead time" in some process. I noticed that I got these wrong lines only when Transport Delay block has some delay.

It seems like bug. So I would like to:

1. Notify about this bug;
2. Achive the some circle (withot lines) in Simulink in other ways.

Thank you for reading.