Your assumption is wrong:
On the regular SE sites, if you're viewing a hot network question, that question does not appear on the sidebar list of hot network questions.
The list of hot network questions has a size of 100, and you're only seeing a fraction, chosen at random. It's certainly possible, by design, to see the current question itself in the Hot Network Question widget.
Is this feature intended?
It's less programming work. I agree it wouldn't be too difficult to filter it out, but it needs to done in the page which is showing the question itself (the hot question lists are cached), so you'll get fragmented code which is harder to maintain, for little benefit.