While bordering on feature-request, I think this is still enough of an oversight to count as a bug. Basically, some items go from one state to another by being entirely replaced, rather than having only the its ID modified, and carrying over the NBT data from its previous versions.

To reproduce:
1. Use an anvil to get a bucket or glass bottle a custom name
2. Go into survival mode
3. Right click a cow / water / lava with the item.
4. The item will lose its custom name as well as any other tags.

This issue occurs while brewing and smelting as well. At least in obvious cases, NBT data should be persistent among objects that clearly share a spatial continuity.