Beds are supposed to blow up in the Nether, however this is not the case with villagers. They are able to sleep in the beds, without blowing up. I don't think it was intended, just a minor contradiction.
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Thank you for your report!
However, this issue has been closed as Working as Intended.
As per MC-146515, this is working as designed for now. If you need help or have a suggestion you might like to follow a link below.
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I don't think it is a bug because if someone want a village in the nether the beds shouldn't blow up.