Nope, technically this IS a bug. Pasting text must NOT depend on such options like "Return does autoindent", because it is not a direct editing. I don't like this option for some reasons and I won't turn it on. The pasted text must match 1:1 the original text regardless any options (including autoidentation and tab replacing). All editors paste text normally - vi, nano, gvim, emacs and so on. Mcedit is the only app having such problems, and it is completely weird for those who use mc all the time (like me).
-- Regards, Krasu