With MSI= 0, you should have a real caustics (with Caustics = on) . But, Corona Progressive mode isn't able to solve this situation.
It's not a bug, it's a limitation. Unfortunately, Corona isn't able to produce caustics with Progressive
Try to use VCM, but it doesn't support tons of Corona's tools. It's like an "experiment", right now.
Ondra promised us to improve Caustics in Progressive mode. but we don't know when =)