Kaito has no ability to return him to just being a planeswalker, so cannot lose such an ability. And while he loses the ability that makes him a creature during your turn, that ability changes card type, so already starts applying in layer 4. He loses the ability in layer 6. And due to rule 613.6, once an ability's effect starts to apply it gets to apply fully, even if parts are happening in later layers after the ability generating the effect is lost. Thus, Kaito will still switch between being a planeswalker and being a creature planeswalker as turns go by. Though he cannot use his loyalty abilities anymore, those are removed by Abigale.

In short, not a bug. Just the rules being applied correctly.