This isn't so much as a bug as it is just how SFML works right now. Currently, SFML does not distinguish between physical pixels and virtual coordinates, and it is impossible to add without significant API changes (see
here for discussion).
So if you are developing for OS X, you can either set NSHighResolutionCapable to true, but deal with having your windows open small/other scaling issues, or you can set NSHighResolutionCapable to false, but have your app seem "blurry" on retina displays.
I also put together a little project
here that will build two apps from the same codebase, one with NSHighResolutionCapable true, and the other one false, making it really easy to see how this option affects an application.