So, was playing a 4 player game on Easy for our first game...

Got to round six and was instructed to prepare the Final Mission but no normal Mission.

During resolution when the carry out mission phase arrived we carried out the Final Mission, not knowing that this had its own unique phase.

Is this a bug with the app adding in an extra resolution step where there shouldn't be?

It's not exactly a bug in the app - more a shortcut in the design.

When the Final Mission becomes available, you can no longer start new Missions, but you could still have an existing Mission in play. In theory, the app could tell whether you do or not for that first round - it knows whether you completed a Mission the round before the Final Mission unlocks - but it stops asking you about it in later rounds, so if you did have a regular Mission alongside the Final Mission, the app has no way of knowing whether you still do or not.

It is one of the more confusing parts of the game, but it's something most groups will only get wrong once since the app corrects you right away.

A rule people will keep getting wrong is what happens to the UFOs in a continent that descends into panic - when you update the panic levels in the app, all UFOs in the panicked continent move to orbit (if there's more than one panicked continent, it's game over anyway) - but the app mentions it in the first rounds of the tutorial, and in the rules somewhere, but doesn't give you a reminder when it actually comes up...