What you are seeing is not any kind of bug. Texture filtering by definition blends each pixel with its neighbors. You are using the grayscale values as a color ramp so anytime you blend a white pixel with a black pixel you will have all grey values in between present on the edge of that texture, and thus you also have a 1-texel wide slice of your whole color ramp displayed across that border.
See this thread for some possible ideas for solving this that don’t involve hard edges:
https://forums.unrealengine.com/showthread.php?108795-Extrude-Texture-intensity-in-Different-masks