Is this a but or there is something I am missing here?

Its not a bug, you are missing something here.

The CHAIN function allows you to place your PATTERN SECTIONs in a specific playback order. And it will faithfully playback your data in the order in which you input it.

A blank SONG, a blank PATTERN, and even a blank CHAIN must have a Time Signature. Even sitting blank they must default to a specific TIME SIGNATURE. if we asked 100 musicians what that default time signature should be, 99 of them would answer 4/4 (the other one will be contrary just to be so) 🙂

Here's what you are missing. If you go to CHAIN you will see that a blank CHAIN is defaulting to 4/4... you must change the time signature. Now the way that MIDI works is that each measure has a 'header' (hidden information that outlines the structure) that informs the system how to count. So you need to create the 6/8 measures into which you are going to record your 6/8 pattern.

All measures in MIDI default to 4/4 until you change them. And every measure can be set individually - it is the most flexible way. But if you give no instruction the entire grid is drawn as 4/4. Imagine a piece of STAFF paper already divided into 4/4 measures.

Create Measure 001 as 6/8
COPY that measure for as many measures as you require.

From PATTERN mode
Press [F6] CHAIN
Press [REC]
REC TRACK = PATT
Set Time Signature to 6/8
Set Tempo as you desire

Press [EDIT]
Press [F2] COPY
COPY EVENT MEAS 001-001 to Measure 002 and set the Number of Times = the number of 6/8 measures you require.

In this manner you can setup your blank "staff paper" grid for 6/8... (You can setup as many 6/8 and/or other time signatures you require.)

See pages 103-104 of the Reference Manual for details.

I did the exact same thing when I accidentally pressed the edit button and I saw copy 😀 but what happened after was it automatically set all the patches to "A" which was a pain in the butt to change them all to empty. Is this the usual behaviour of the machine? I remember I tried clearing the chain and this happened or probably I made some silly mistake? Thanks so much.

It is a matter of the order in which you do things. You need to create the TIME SIGNATURE map before you write into the structure, not after. The same thing would happen if you attempted this with staff paper, what you did was write your SECTION changes (unknowingly) into a 4/4 grid, yes it takes the pencil's eraser to fix this problem. You need to create your TIME SIGNATURE map BEFORE you write your music into it. That's all. Now that you know, you will proceed without issue. Simply go to CHAIN create your time signature map, then write into it.

By default, in MIDI a SONG defaults to 4/4 meaning all the measures are set to 4/4. EACH Measure has its own TIME SIGNATURE of 4/4. To create a song that is completely in another time signature requires you manually create those measures, you cannot (repeat you CANNOT) simply change the time signature of the first measure and have that suffice, it will not. You need to create or in effect CHANGE the time signature of the blank measures before you can use them.

We can argue about why that is, but by far 4/4 is the most common time signature and it not a bad selection for the default. Just realize that all measures of the linear structure called "SONG" are initially set to 4/4 time.

PATTERN mode is not function of the MIDI spec, and has slightly different rules. All measures of the Yamaha PATTERN share the same time signature. When you attempt to convert your PATTERNs into a linear SONG structure (basically that is what you are doing via the CHAIN operation) - you must setup the Time Signature map according to rules of the MIDI SONG, where the measure's attributes are determine at the top of every measure.

Understood sir. No complains here other than not having enough time to play with the keyboard recently 🙂