SqlParameter and DBNull.Value - possible bug?

Is following behaviour by design or is it a bug?
For shure breaking change from framework 1.1.

Try under framework => 2.0
SqlParameter param = new SqlParameter("Test", DbType.Int32);
Console.WriteLine("Value: {0}, Type: {1}",param.Value, param.DbType);
param.Value = DBNull.Value;
Console.WriteLine("Value: {0}, Type: {1}  --- WTF",param.Value,
param.DbType);
Console.ReadLine();