Steps:
(1) Drag an image onto the the viewport. Maybe Spineboy's head.
This creates a slot with an attachment.
(2) Select the root bone.
(3) Switch to Create Bone Tool(N)
(4) Hold shift. Click and drag a new bone for the slot+attachment.
Looks okay. A bone with a slot+attachment.
(5) CTRL - Z
Borked. The attachment is now positioned at the root bone.
I think at this point, the creation of the new bone is undone but the compensation isn't. Pressing undo again also doesn't revert to its original position, it just undoes Step 1 (the creation of the slot+attachment).