I think it should be a feature: rpm -e <pkg> doesn't remove compressed manpages. man can handle compressed manpages, so the better way is: a) setup compressed manpages in packages or b) add flag to rpm to remove compressed manpages. Comments?
Rpm removes *only* files that are in a package's file list. If you want generated man pages to go away, set up a daily cron job that automagically removes files older then N days.