No, this is not a bug: components like privileges, fireworks, rice or palace floors are not intended to be in limited supply.
Of course the physical game has a limited number, but if you run out of anything just use some other markers. The only limit is in the number of person tiles.
See the note in the rulebook in the description of the Taxes Action, or see tis thread on BGG: http://www.boardgamegeek.com/thread/250097
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