It’s true. There’s actually two bugs effecting cyclones currently.
One of them increases the damage output by about 20%, the other has to do with the lockon filters on what it can and can’t continue to target, making micro against the lock-on very problematic, but it also means that they have a tendency to lock onto - or remain locked onto - things they can’t actually physically damage/kill, such as a unit in a warp prism - though I’ve seen them also accidentally target neutral structures such as destructible rocks over units they can target too.