1. Create a new shared step using MTM 2012 if there is no one.
2. Create a test case, add some test steps in MTM 2012, save and close the test case.
3. Open the test case created in Step 2.
4. Click "Insert shared steps", query out one shared step, add it to the test case. You can save or not save the test case, directly go to step 5. BUT, please DO NOT "Save and Close" this test case. Close the test case after insert shared step will not reproduce the issue.
5. Select one test step, delete it.
The result is the selected test step and the shared step all both be delete form the test case.