We have investigated the issue on our end and there is not a bug in this case. This is a specific behavior for creating and cloning shapes having TextFrame property. Any new TextFrame has one empty paragraph after creating. You can clear a paragraph collection of the TextFrame, but its clone will have one empty paragraph also because it is a new TextFrame object.
using (IPresentation presentation = new Presentation())
IAutoShape newShape = presentation.Slides.Shapes.AddAutoShape(ShapeType.Rectangle, 20, 20, 200, 30);
int paragraphCount = newShape.TextFrame.Paragraphs.Count; // 1
int paragraphCountAfterClearing = newShape.TextFrame.Paragraphs.Count; // 0
IAutoShape clonedShape = (IAutoShape)presentation.Slides.Shapes.AddClone(newShape, 20, 70);
int paragraphCountAfterCloning = clonedShape.TextFrame.Paragraphs.Count; // 1