Feathered selection + Levels = Transparency?

Hi!  I've been trying to create a vignette on a picture by creating a circular selection, then feather it and invert it. I then use levels to darken it a bit, but as long as I've feathered the selection I get a transparent path along the selection, making me see the layer beneath. Is this a bug or am I doing something wrong. I've used this effect in regular Photoshop and there it works fine.  Thanks in advance, Ronny

Might be a bug; I can repro.
Steps:
Circle Selection Tool > make a selection on the image.
Selection settings > Feather > adjust settings > Apply
Adjustments > Levels > play with the levels

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    12 7
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