Hi Rob,
no sorry, this a sim limitation when you´re using the internal sim-engine for flight planning (independent if you´re using the stock navdata from NavBlue or our data). This is a known and confirmed limitation by ASOBO/MS and happens on the worldmap and in all their airplanes, where you can enter terminal-procedures.
A good alternative to look, how accurate the data are and how the data real works is to use the Working Title CJ4 because these guys have developed their own flight planning part for their CJ4 and they interpret the data absolute correctly.
Here your STAR example (CYVR CANUK5 ILS08R) - Working Title CJ4 ND:

… and here the legs:



The “Discontinuity” is due the last vector on the STAR but when you remove the discon and set BUBUL it, the complete flightpath is closed. That´s a normal behavior.
Yes, the Working Title CJ4 is worth a try 
Cheers,
Richard