This is not a bug. Please set your shipping origin (Store->Configuration->Sales->Shipping Settings->Origin) to the same location as your store. Then make sure you have a valid rule and tax rate for your store's location. Then Magento will interpret the catalog tax rate as the same tax rate as the store's tax rate.
Most helpful comment
This is not a bug. Please set your shipping origin (Store->Configuration->Sales->Shipping Settings->Origin) to the same location as your store. Then make sure you have a valid rule and tax rate for your store's location. Then Magento will interpret the catalog tax rate as the same tax rate as the store's tax rate.