I actually just ran into this same issue. I would assume product would also say this is by design, similar to how they do not include default SailPoint cloud rules in SP-Config export, since this is some backend proxy cluster for SaaS connectors.
In order to circumvent this when creating a new SaaS source programmatically, you need to send the POST call with barebones info with no cluster included, allow the full source to then get created in the backend, and then you can fetch that cluster information from the source after that. This post helped figure out this process: Issue with Okta SaaS Connector: Test Connection Fails When Created via API - #10 by swamy97. This is essentially how it is done when you create a source via the UI.