Yeah I killed two dragons in a row and both got that bug where they don't desintegrate and have their souls absorbed.

So annoying, especially when you want to unlock shouts.

Yea this happens to me a lot late game in when I'm hoping from Dragon lair to dragon lair

Dragons that have respawned (such as ones you've already killed on Word Walls and Lairs) won't give you souls if you kill them again.