It's not a bug - it's just how OSMDroid works...
When you change zoom level it stretches or shrinks the currently displayed tiles and these tiles remain displayed until the tiles for the new zoom level are loaded.
A simple zoom animation effect is acheived.
If you zoom to a level where there are no tiles, the last loaded tiles will stretch or shrink and remain visible but as you've found - panning the map does not cause tiles from a different zoom level to be loaded and stretched or shrunk.
The stretching/shrinking is purely supposed to be an animation effect and not a way to use existing tiles for zoom levels where there are no tiles.
If you're creating an offline tile archive and adding it to the map as a custom tile source you can set the minimum and maximum zoom levels that the archive contains - and the user wil not be able to zoom to levels where there are no archive tiles.
So your options are really to limit the zoom levels or add more tiles to your offline tile archive.
Martin.