This is not a bug. Eternal Phoenix did not revive the Ash in position three because the active skill was not able to be activated until the following turn. I will explain.
Creatures that have active skills with quantum costs (i.e. Queen, Immortalize, Devour, Web) cannot use them until one turn after they enter play. The same is also true in stasis and freeze situations, and also when you play Quintessence on a creature to remove the freeze effect from it. The exact moment of skill enablement is at the beginning of the creature controller's end-of-turn sequence. A creature skill will be enabled at the end of its controller's turn if and only if the creature is no longer in stasis or freeze at the end of the turn. What this means is that in your situation, RavingRabbid, the Ash in position five had been made active before you took your turn in which you played the Rain of Fire. The Minor Phoenixes turned to Ash during your turn, so they only became active at the end of your opponent's next turn, which is why it appeared as though that particular Ash "suicided."