Thanks for your answers!
Now I see see there are good reasons for no line break after an ERT and
it's not a bug.
My guess, though, is that insertion of comments in in-line ERTs is
pretty rare. Yours was the first post I've seen concerning it, and
I've been on the list since around LyX 1.3.5.
One other reason might be that sometimes people just don't realize that
some words are lost... I myself had the problem once and did not
realized it until the document was printed and bound... And even then I
did not know why the text was lost.
Just yesterday I stumbled upon the some problem again - and without the
source view of 1.5 I guess again I would not have found the reason.
But I guess you are right: there are tons of reasons why this behavior
is still better than others - and visual indications would be a nice
thing but are tricky aswell.
Toby