With the additional hint of garbage collection I have found now a number of examples of this behaviour (e.g. https://stackoverflow.com/questions/7439432/python-themed-tkinter-entry-variable-will-not-set).
However, I haven't found actual documentation warning of this, so I'm not sure if this is really expected or just something people has gotten used to live with. One could argue that you normally wouldn't need a variable in the first place if you are not keeping a reference to it, but I'm not sure what is the benefit of having a (I assume) weak reference in the widget. Maybe there are solid technical reasons but, from what I have seen, it seems to have caused more than one confusion.