Is it just a bug on my side or is it a feature?
It is a feature, your reputation points are also different. On every site you have different account. You can even rename them (once every 30 days) or change the profile picture per site.
Why?
The idea is that every site specialises in a different field of expertise. If someone is really good at programming on Stack Overflow that does not qualify him on spanish.stackexchange.com etc. Reputation and badges to some extend imply knowledge and users tend to trust answer from high reputation users more. Therefore one has to earn it on every site separately. But when one account reached a certain score all others get a +100 bonus once.