NullEntity in a list

I am seeing some unexpected behavior regarding NullEntity.  Is this a bug?  Can NullEntities be added to lists as shown, or is that intrinsically not possible?

Thanks!

Contact contact = EntityManager.Contacts.FirstOrDefault();
User nullUser = EntityManager.GetNullEntity<User>();

try
{
   // At this point, contact.Users.Count == 0
   contact.Users.Add(nullUser);
}
catch (Exception e1)
{
   // Excepts with "Null or pending entities cannot be modified" - presumably because adding
   // the nullUser to the list contact.Users is internally trying to set an association key on nullUser.

   // However, the nullUser is actually added to the Users list.
   // contact.Users.Count is now 1

   bool wtf = false;
}

// Due to some odd behavior I was seeing elsewhere, I noticed that subsequent attempts do *not* except!
// Perhaps that is because the nullUser is already in the list?
try
{
   contact.Users.Add(nullUser);
}
catch (Exception e2)
{
   // Does not except on second attempt!
   bool wtf = true;
}