The bug

The volume defined by target selector arguments dx, dy and dz is always larger than specified by 1 in all dimensions.
For example, @e[dx=0,dy=0,dz=0] would select entities in a 1x1x1 cube with the negative corner at the execution location, and @e[dx=1,dy=1,dz=1] would select entities in a 2x2x2 cube.

Negative values are allowed and work correctly in the negative directions; however the selection area is still extended 1 in all positive directions.
For example, If you have an armor stand besides you at each side, aligned to the x axis,
@e[dx=-1] would select you and both armor stands, rather than just the one on the negative side.

Steps to reproduce

Setup some armor stands

1. Run the following commands:

   /execute align xyz run summon armor_stand ~0.5 ~ ~0.5 {CustomName:'{"text":"Center"}'}
   /execute at @e[type=armor_stand,name=Center] run summon armor_stand ~1 ~ ~1 {CustomName:'{"text":"Positive"}'}
   /execute at @e[type=armor_stand,name=Center] run summon armor_stand ~-1 ~ ~-1 {CustomName:'{"text":"Negative"}'}

2. Run the following command:

   /execute at @e[type=armor_stand,name=Center] run say @e[dx=0,dy=0,dz=0,type=armor_stand]

   →  It finds "Positive" even though an area with the size of 0x0x0 is provided.

3. Use the following command:

   /execute at @e[type=armor_stand,name=Center] run say @e[dx=-1,dy=-1,dz=-1,type=armor_stand]

   →  It finds all armor stand even though it should not find "Positive" as a negative area is provided.

Code analysis

A code analysis by ccJerrycc can be found in this comment.