I do not think that is accurate, if you have some effect that says to create a goblin token and it deals 1 damage to any target -- the replacement effect from Qu. Allenal creating the plus one does not award 2 damage triggers. Unless the forge had a linked ability that specified "Sacrifice all tokens created with Ubarask Forge at end of turn" Where the forge directly indicates the phyrexian token and is not a generalized when a creature token is created, it should not affect the additional citizen token. There are various linked abilities in rules 607.1-.2, but they all specifically provide when the source card refers to all items linked, such as Karn from DOM, that refers to all cards exiled with silver counters -- if you happen to replace that effect and exile more than the one card, you do not get more silver counter targets

This is not a bug. The replacement effect creating the additional token will create it under the same conditions as the original effect

So, Urabrask's Forge creates a X/1 token with haste during the combat phase. It is sacrificed it at the beginning of the end step and Queen Allenal says, whenever a token would be created under your control, you create that many tokens plus one 1/1 soldier token. However, the token that Queen Allenal has created are being sacrificed at the beginning of my end step as well. I do not believe this is an intended interaction.

It's a bit counterintuitive, but this is actually working as intended.

You can read the release notes for Dominaria United at https://magic.wizards.com/en/articles/archive/feature/dominaria-united-release-notes-2022-08-26 . One of them specifically refers to this situation:

Under Queen Allenal, it says "The additional Soldier token won't have any abilities the other tokens were created with. Anything else specified in the effect creating the tokens (such as tapped, attacking, "That token gains haste," or "Exile that token at end of combat") applies to both the original tokens and the Soldier."