This issue can be seen on the demo @ http://dev.jquery.com/view/trunk/ui/demos/ui.slider.html

Adjust both handles so they are each about 1/3 of the way in, and then try to drag the darker area in between the two handles. The expected behaviour is that both handles move, and you are confined to the slider - eg, you are adjusting both handles at once.

What happens though is the two sliders become draggable ghosts, there is no range shown between them, and they are not confined to the slider. When you let go, the ghosts disappear and nothing else happens.

This could possibly be considered an enhancement, but definitely the slider ghosts showing up is a bug.