It's not a bug; let's say it is a limitation or a "design feature." 3dAttribute only works on AFNI format attributes. The align_epi_anat.py script has not yet been made to extract similar information from a NIFTI format dataset. There is an exception though - if the dataset had been copied from an AFNI format dataset or if a precursor dataset had been processed in AFNI, it will retain the AFNI attributes in a private extension inside the NIFTI dataset. So a workaround is to copy it using AFNI, and the AFNI attributes will be created inside the AFNI dataset. A caveat here is to be careful if you then process with another software package, then the AFNI attributes will no longer be valid.
% 3dcopy anat+orig anat.nii
++ 3dcopy: AFNI version=AFNI_2008_07_18_1710 (Nov 14 2008) [32-bit]
% nifti_tool -rm_ext ALL -prefix anat1 -infiles anat.nii
+d removed ALL extension(s) from 1 files
% 3dcopy anat1.nii anat2.nii
++ 3dcopy: AFNI version=AFNI_2008_07_18_1710 (Nov 14 2008) [32-bit]
% 3dAttribute DELTA anat.nii
0.9375 0.9375 1.2
% 3dAttribute DELTA anat1.nii
% 3dAttribute DELTA anat2.nii
0.9375 0.9375 1.2