You may wish to report this to the separate pgAdmin project, this list is for core PostgreSQL but your complaint doesn't seem to be with it.
But I'm suspecting this is more a problem with your expectations rather than the system producing invalid content. But as you haven't provided a self-contained example, including output, it is impossible to say definitely where you are confused, or not, if indeed there is a bug.
You may wish to remove pgAdmin from the equation entirely and use the core PostgreSQL program psql. It is usually easier to produce a self-contained script if you don't involve a GUI program into the process flow.