It could be that the connection as such is established by the Bluetooth stack internally (=> and System Preferences reflects that) while the corresponding device for the remote has not yet been brought up by OS X for use by Remote Buddy.

In order to find out what's happening on your computer, please do the following when you encounter this particular situation as documented by your screenshot:

1) Enter

ioreg -w0 -l >~/Desktop/ioregDump.txt

into Terminal.app (found in /Applications/Utilities). That creates an ioreg-dump file named ioregDump.txt on your desktop.

2) A System Profile. Create it by starting System Profiler.app (found in /Applications/Utilities) and choose "Save as.." from the "File" menu.

Then, please send both files to info@iospirit.com, so I can have a closer look at this.

Thanks in advance.

Best regards, 
Felix Schwarz