This may be as designed, but it's not how most systems do it (in my experience). Both my VW OEM unit and my JVC would scan the entire frequency band (not even just preset stations) for traffic announcements - I know this because I'd get things like BBC Leicester or something popping up when I drove down the M1, and I sure didn't have that as a preset!
It's really useful if you're going on any kind of a long journey to have it scan the entire band - when you are 50 miles away from where you live, you're not going to have any relevant stations preset except (in the UK) the BBC National stations.
Incidentally, the VW OEM unit had the coolest TP features - it would monitor for TP broadcasts when you left the car, and record them into memory, so when you got back you could reply all traffic announcements in the past hour or whatever! Amazingly good idea.
A.