I am trying to remove pin located in one part of a component and paste it into another part. But updating it in schematic totally changes other pins connections. Is it bug, or am i doing something wrong? It seems like pins to be attached to nets by some internal index, not by pin numbers, and this index shifts when pin removed.

You should replace part instead of update from library .
Right click on the part and choose "Disconnect Wires". Then right click and choose "Replace part". Specify new part in libraries. Finally right click on the part and select "Connect wires".