I wrote the importer, and it's not a bug, so I think we shouldn't go throwing that around. All private messages correspond to a user. If a user got deleted, his private messages still existed because the other user probably didn't delete. These private messages had to get associated with someone, so they got associated with User #1. Unless User #1 in classic deleted, none of those private messages you said belonged to him actually did. All of his private messages got associated with Member #2, just as every other member's private messages got correctly associated.
It was either this or prune ever private topic that involved a deleted user, and many more people would have complained about that
