This may be considered a feature, but give it a think first.

What happens:
I shoot at an enderman with an arrow. He teleports away (dodges the arrow). The arrow dissapears.

What I expect to happen:
I shoot at an enderman with an arrow. He teleports away (dodges the arrow). The arrow flies past him.

Explanation:
Since the enderman dodges the projectiles (as the Minecraft lore says), and he doesn't catch it nor does he reflect it nor does the arrow hit him, there is no reasonable way for the arrow do dissapear.