Yes, this appears to be a problem with the payment module. The module is about have some work done on it as part of the Google Summer of Code. The WorldPay payment type should be fixed then, but it might not work with current ecommerce systems, as there may be some changes made that break backwards compatibility.
More info here: https://groups.google.com/d/topic/silverstripe-dev/W31U47eGVBE/discussion
You might want to look at fixing the problem yourself, or seeing of other people have fixed it in their forks of the payment module.