I imagine that this is a design feature (working as intended).
Simply because they decided that it would make more sense that any menu links refering to a previous title (lower number) should refer to the first title on the disc.
Ie. They always want a "play episode 1" on a disc to actually do something.
It may also be necessary to confirm to some sort of disc organization standards.
Or it could just be a feature of how players themselves handle missing menu items.
Either way, it doesn't sound like too much of an issue? Seems like a design that makes a certain sense ("Leave menu links pointing After the titles 'empty", but "Make any menu links pointing before the titles 'point' to the first title").
Your only alternative, if this is absolutely not the way you want it, would be to re-author the menu for the disc. That way you can organize (or even remove) the links that are "missing". I'm not sure how much work that is (ie. would it require additional modification of the whole disc, or just the menu file(s)).
I imagine that all but the most trivial of "menu" changes require alot of processing.
Hope that helps