This isn't so much a bug as it appears to be an oversight...
The problem is that when you are watching a replay and the game ends (i.e. a player surrenders or loses on a particular turn) you cannot go back and watch an earlier part of the replay without quitting the client and loading the replay again from the browser.
Additionally, when a replay ends, there is a button which says "Replay Last Turn" but this button is essentially meaningless. Whenever you watch the last turn again, the game ends (because you watch the turn on which it ends) and you are in the exact same spot, with the only options being to leave the replay or watch that same turn once again.
This button is even more meaningless, however, considering that in the vast majority of the games, the game ends with a player surrendering. When you press that button after a player has surrendered, all that happens is the end music plays and information displays that the player has surrendered. You don't even watch any troops move.