TSQL CTE's (common table expression) bug

I'm working with Microsoft SQL Server 2008 (SP3) - 10.0.5520.0 (X64) Standard Edition (64-bit) on Windows NT 6.0 (Build 6002: Service Pack 2)

Description:

1. [ORC_RESULT] and GROUPING_SELECT are CTE table.

I have strange bug with CTE (common table expression).

SELECT a.keysbor
--,gs.[rank]
FROM [ORC_RESULT] AS a inner JOIN GROUPING_SELECT AS gs
    ON a.keysbor = gs.keysbor
WHERE gs.[RANK] = 1
ORDER BY a.keysbor

result 36 rows (no duplicate rows)

SELECT a.keysbor
,gs.[rank]
FROM [ORC_RESULT] AS a inner JOIN GROUPING_SELECT AS gs
    ON a.keysbor = gs.keysbor
WHERE gs.[RANK] = 1 
ORDER BY a.keysbor

result 29 rows

Q: Why filter gs.[RANK] = 1 have applied only when field gs.[rank] exists in SELECT statement?

without gs.[rank]   with gs.[rank]  rank
10072002992443  10072002992443       1
10072002992444  10072002992444       1
10072002992445  10072002992445       1
10072002992446  10072002992446       1
10072002992447  10072002992447       1
10072002992448  10072002992448       1
10072002992449  10072002992449       1
10072002992450  10072002992450       1
10072002992451  10072002992451       1
10072002992452  10072002992452       1
10072002992453  10072002992453       1
10072002992454  10072002992454       1
10072002992455  10072002992455       1
10072002992456  10072002992456       1
10072002992457  10072002992457       1
10072002992458  10072002992458       1
10072002992459  10072002992459       1
10072002992460  10072002992460       1
10072002992461                       2
10072002992462                       2
10072002992463                       2
10072002992464                       2
10072002992465                       2
10072002992466                       2
10072002992467                       2
10072002992736  10072002992736       1
10072002992866  10072002992866       1
10072002992867  10072002992867       1
10072002992868  10072002992868       1
10072002992869  10072002992869       1
10072002992870  10072002992870       1
10072002992871  10072002992871       1
10072002992872  10072002992872       1
10072002992873  10072002992873       1
10072002992874  10072002992874       1
10072002992875  10072002992875       1