It appears that, when creating a new issue from an Agile Board, that you can create a new issue in any of the columns, regardless of whether the New issue Workflow allows that status or not. I tried adding the same issue through the native Redmine "Issues" section and it wouldn't allow me to create a new issue with the prohibited status, but if I do it through the Agile Boards, I can.

Is this a bug or intended behavior? Or is there some setting or configuration I'm missing?

I'm also a little confused as to why creating a new issue from the Agile Board just assigns it to the first Tracker in the list. That doesn't seem to be a very useful feature unless you only have one Tracker that you use. If you have to immediately edit every issue you create, it seems more efficient to just do it through the native "Issues" area.