Not sure if this is a bug or not, and if it is, I wouldn’t consider it a negative bug. This is for the Steam version of the game, btw.
I’ve been reading around the forums that one of the perks or changes in NG+ is access to Mythic level dungeons, which leads me to assume that Legendary is the highest difficulty on the first playthrough. Even on the difficulty screen when entering a dungeon, only 3 difficulties are available.
However, I’ve found that holding down D or the right arrow (–>) when you are on the LEGENDARY difficulty, then pressing enter (or E), actually selects Mythic difficulty before entering the dungeon. I thought it was a hidden perk since Mythic doesn’t show up as one of the choices, and I’ve been running every dungeon on Mythic difficulty even though I am not on NG+ yet, but it now looks like it might just be a bug? Just thought I would let the devs know!