It's actually true. It's not a bug. It seems if you want it changed voice your opinion. And if anyone doesn't believe me. Go do a google search on GT Sports Always Online Saves and tons of bigger sites are reporting this
No internet. No access to saves or other features. Extremely limited for offline players.
To save your progress you have to be online. It's already been reported. I'll go further. The features offline are extremely limited and is basically a online-only video game experience, including saves.
That's some pretty sweet deals.
So did the 3DS. It didn't have much to offer when it launched. Either did the N64. That had three games. Two, if you count the American release. And we know how that story ended.
Try it offline. Limited and no saves.