It's not a bug, and it is working inside words fine. The trouble you're having here is that {1..9}
is not a wildcard expression like *
is; as your echo example shows, it's an iterative expansion. So your zgrep example is exactly the same as if you had typed each alternate version into the command line, and then since there are no man pages starting with zsh in man2, it errors out. (It's erroring out on a failure to find a match, not anything intrinsically related to your brace sequence expansion.)
If you did this, on the other hand:
zgrep -c compinit /usr/share/man/man[1-9]/zsh*
you'd get the results you expect, because [1-9]
is a normal wildcard expression.