Yep, you're right. Weird! I'd call it a bug. A little bug but a bug.
Let's report it here:
Here's what I wrote in Bug Description:
Adding a Note in Story/Galley fails to put cursor inside note frame. It used to.
Steps to reproduce bug:
1. In story/galley, click inside text and choose Notes > New Note.
Cursor should appear inside note. Because of this bug people are frequently adding note text to live text inadvertently.
Feature works fine in Layout. Just galley/story.