Jim,
It is probably related to the fact that your Kensai already has an extraordinary CON score. IIRC, a CON of 20 does not grant you any HP bonuses above what 19 does. I believe, once again...IIRC, in 2nd edition AD&D, CON of 20 just gives you immunity to poison and maybe disease?
It has been a *looooong* time since I played PnP, but I think that's right. I really don't think it's a bug.
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Now where did I leave that doughnut?!