Except that what you describe is not a bug in Celestia.
It's a bug in the design of the planetary nebula catalog addon that you have. It is misusing a "feature" of Celestia, using a model that doesn't specify a surface texture. In some circumstances Celestia will draw a faint image of the model itself, creating a ghostly shell. I hadn't realized it'd appropriate a surface texture from another model if one was available!
Fixed.
I've now redone the catalog file, planetary_nebulae.dsc, so it specifies a spherical model with surface textures. Please download
http://www.lns.cornell.edu/~seb/celestia/planetary_nebulae_folder.zip
It includes the updated Deep Space Catalog along with the spherical model and surface textures. The surface textures are low resolution blue and red grid lines. It was the easiest way I could find to make objects that actually look spherical, with both inner and outer surfaces visible.
Please read
http://www.lns.cornell.edu/~seb/celestia/catalogs.html#3.7.3 for more information.
Here's a picture of one of the planetary nebulae that doesn't have a corresponding picture of its own. The spherical grids are intentionally very dark.
(as usual this links to a much larger image)