It's worked for me (on an earlier version, at least). Are you capturing them so they disappear from the map? And it takes multiple mages, you can tell if it's working if a message shows up at the top saying the item requires more. If it still doesn't work, then yeah, that's a bug.
Just to be clear, I have to capture them of the map? Because that seemed counterintuitive to me, Considering you unlock a lot of stuff by being near it and you lose your chance to unlock the cursed Items that require the shrine to a goddess. So I thought I just needed to be near a tied up Witch. Also IIRC it says "A mage" not "a couple mages."
Mayhaps it isn't a bug, but the wording may need some readjustment.