Bug or something else?

@limijer I tested the .psd that you provided and both layers are identical. If you're seeing a difference in the printing, then that's something else.

@BrettN Yes, that's exactly what i did too. Line up the layers, set to Difference and they were exactly the same.

The optical illusion is not a trick of your computer screen, but a trick of your eyes. It will be on your computer as well as in print. Look at the example image provided at the top of this article: https://en.wikipedia.org/wiki/Optical_illusion. You are seeing the exact same thing. 

No, this is not ilusion. Prints show exact same, darker lower part.

I'm afraid to say this, but the second layer isn't any darker, it's the exact same as the other. What we're experiencing here is an optical illusion. Because the gray at the top of the layer is darker than the white of the bottom, this difference is exagerated when they are placed right next to each other instead of when they are separated by the gradient. One way to prove this is when you duplicate the layer, before you move it, zoom to 100% and change the blend mode of the top layer to "Difference". The layers should turn completely black. If there are any differences, even if they are just slightly darker or lighter, they will appear as non-black. Another thing to try is dragging the layers so they are side-by-side. You'll see that the grays are still the same. 

When you duplicated the layer, nothing changed. What you're seeing is just a visual illusion. If you measure the values in each layer, you'll see that they're the same.

Yes. Here you have PSD file and video.

PSD file you can download from this link

https://we.tl/t-hBznWQbnn2

video> https://youtu.be/B8juTGT0pEw

Are these artboards? Can you post a screen shot of the entire Photoshop interface including the layers panel? Can you share the PSD file?

Without knowing more about your file, my best guess is there may be some properties of the layer you are working with so that they interact with each other. This could be something like Opacity or Fill, but also Blend Mode. Wouldn't be able to say more without seeing your file. 

you're copy/pasting the layers or just moving them down in the Layers panel.