Delayed Collisions Bug (includes video demonstration)

A video explanation of this bug can be found here.

There appears to be a serious flaw in Unity related to when collisions are triggered. Both OnCollisionEnter and OnTriggerEnter are called on the frame after the objects intersect. This seems to happen with every collision in Unity and is more noticeable when objects are moving quickly because you will see the object clip through the object it hits before the collision occurs. I was surprised this has not been mentioned much because it's one of the first things I noticed when I started working with Unity.

Please help me out with this one. If you believe it's a bug, submit a bug report in Unity so that it will be fixed. I already submitted a bug, but more reports will help it to get fixed faster. The reason I posted this was to confirm that it's a bug and that I'm not just doing something wrong. Does this appear to be a bug to you? Thanks.