This is not a bug. Please read this:
[PROOF] Projectile Ults blocked by Lag
I have thoroughly tested every hero with a projectile ultimate on servers with different pings.
Zarya’s ultimate does not has a cast animation. Because of this is there not a window in which Zarya can lose her ultimate charge if she is stunned.
She is the only hero with a projectile ultimate that isn’t cancelable with CC.