In my Mathematica 10.1.0.0 Home Edition if I make a cell into a subsubsection, that cell looks like a subsection. However if I go to the start of the line and press tab, then the cell magically turns into a subsubsection. Queer!
Here's someone's short guide to this behavior which was added in version 9.
The behavior there is not a bug.
I'm not able to reproduce the behavior you mention - where a newly created sub-sub-section looks like a sub-section. I guess that sounds like a bug. If you are still seeing it, I would report it to firstname.lastname@example.org.
What OS are you using? Are you able to get the appropiate formatting using Tab and Delete?
In a NEW notebook, if I format the first cell as a subsubsection, it looks like a subsection. If I do the same thing as, say, a title, then it looks like a title. Bug, yes!
No bug. This is a good thing. This is a keyboard shortcut that cuts down on reaching for the mouse. Does your word processor not do the same thing for bulleted or numbered lists?
Adding another tab at the beginning gets you a subsubsubsection. Removing a tab at the beginning reverses the process one notch.