Thanks for trying out DisplayFusion, glad to hear you like it! When using Surround, Windows sees the 3 monitors as one large display, so it doesn't actually know about the borders between the monitors. We haven't replicated the Aero Snap functionality in DF yet, so we can't tell the windows to snap at the monitor edges either. So, it's not really a bug, but more of a feature request/unimplemented feature.
We'll be sure to post an update if/when we're able to implement a clone of the Aero Snap functionality in DF :)
Thanks!