I think this is a bug.

If I start a fresh Emacs with no additional buffers open and run org-agenda
and then type C-x b TAB and it displays the org files that are included in
my org-agenda, including .diary, as if they were open buffers, but if I
switch to them emacs goes to a different buffer instead (Messages for
example). Quitting org-agenda will remove it from the buffer list, but will
not remove the other buffers from the list.

Thanks,
Scott