linux sort float numbers starting with point

I would expect that the -g flag tells sort to treat the fields as floating point numbers, but:

cat << EOF | sort -g -k1,2
0 0
0 1.0
0 .5 
0 5.0
EOF

gives

0 0
0 1.0
0 .5 
0 5.0

Therefore the .5 is not treated as a 0.5. Is this a known bug or what?

p.s.: I’m not asking for a workaround, I have already solved with sed