The issue is in NWN's monetary system...in that there is a single currency: the Gold Piece...and the stacking system, which multiplies everything by its base price and weight.
If a single arrow cost 1 GP, then a stack of 99 would cost 99GP and a stack of 500 would cost 500GP. This is a rather steep price for garden-variety, plain arrows, and so we set the cost to 0, because we can't set it to .1GP or some other fraction.
Stores have a minimum selling price of 1GP, so even though the arrow stack reads as 0GP, the game will charge you 1GP at a minimum. Pawn shops operate on the concept of mark-down, clearly, so if you have something with zero value and it gets marked down to some percentage of that value, it's still zero and they won't buy them.
So anyway, it's not a bug we can really address in any meaningful way without coming up with a custom system for buying and selling ammunition. It's a "feature" of NWN, so it is what it is.
EDIT: Yes, it's OK that you reported it. It's always better to ask than assume.