Second of all, this isn't a bug in Celestia, but rather the 2M stars.dat add-on.
I've been playing around with the pre10 build (haven't had time to reinstall the final) and after reading through the forums, downloaded the corrected 1.4.0 version of the 2M star catalog on motherlode and, found this:
I've cranked the Magnitude limit all the way up and disabled Auto magnitude, and you can see concentric shells of stars after you get a certain distance out from Sol.
It really is apparent when you are rotating the view around Sol from this distance out, so go ahead and give it a try on your own.
I'm guessing there's a rounding issue with the distances, but I'm pretty sure I didn't see this in the previous version of Celestia and the 2M stars.dat.
Anyway, keep up the good work guys!
EDIT: I just checked out the 1M stars.dat catalog, and while there are some indications of the concentric shells, it's not really apparent in a static screenshot, but is somewhat apparent when rotating the view.