This is one of the very useful and handy feature that Xiaomi has integrated in MIUI and not a bug, however, if you do not want it there it can be turned off. When the feature is turned on, the handset will automatically mute the first call from any unknown number, which is pretty handy for those who want to ignore such calls. However, some calls from unknown numbers can also be urgent and cannot be missed. So, disable the feature, follow the given steps:
Go to the Contacts
Tap on the menu button (3 dots button)
Tap on Settings > Call settings > Incoming Call Settings
Toggle off Mute unknown numbers