It's hard to tell because you cropped off the top of the UI, but make sure you don't have Autostroke enabled for the Shape tool. When Autostroke is on, it's still creating a shape, even if it doesn't have fill enabled, and Paint Bucket will still do this with a Stroke-only shape.
My understanding is that Paint Bucket will look for a boundary to fill, and then autotrace it like a bitmap, and the boundary it looks for isn't necessarily a closed vector shape. This is because Paint Bucket is meant to work with complex drawings where the 'shapes' are not clearly defined by points and edges, like the irregular and overlapping shapes created when you draw with the Freehand tool for FBF. I believe Paint Bucket only uses the vector data to create a new shape when no shape exists. Otherwise, it autotraces the visible boundary it finds.
This is why Paint Bucket is generally not recommended when you want a clean shape from the vectors.
Hope this helps.