On 2013–07–31 Pablo Rodríguez wrote:

> I’m trying to get internal links to footnotes without having the focus
> changed.
>
> […]
>
> Is this a bug?

Yes, it's a known issue since quite a while. Hans confirmed it on
2013-03-28:

  This is a long term one ... I'm not going to mess with footnotes etc
  now. Technically it boils down to setting some attributes at the right
  spot.

Marco