That's not a bug, actually. Some SAs work with a personal "activation timer" attached to them (examples: Rough Copy, Djinn Frizz, Blitz & Glamour, etc). All those variants activate their SAs before we can really see their effects.
Djinn's SA activates 5 seconds before granting BUFFS, meaning that you have to hex Djinn at least 6 seconds before she gets her BUFFS to truly bypass it. If you HEX her after she already had her timer running, the debuff won't work, since her ability will already be activated.
If you want to avoid her buffs without worrying with that, it's best suited using CURSE instead.