If you switch the costume to "Turtle", and run the "Next Costume" Block, it does not move on to the next costume.
As I understand it, it's a design feature
The turtle costume is not considered a "real" costume (although its called that at times) - think of it as the naked view of a sprite without a costume
So you have to select a real costume before the next costume block operates in the manner which you think it should
I don't know... Thats your view, when a mod replies we will know the answer.
My reply is based on several answers from "the mods" 
to similar questions posted over the years
Example of answer here
Oh, ok. I guess its not a bug.
It's a misfeature. Imho.