Thanks for your fast reply.
Unfortunately that is not what's happening. At 800 feet it does not sequence to the next leg - instead, it will stay on the RW34R->800ft segment all the way until the end of that magenta line is reached, and only then will it sequence to "800ft -> SHRLI".
It makes sense, but I'll just throw out there a) this is not what the real G1000 does (when I'm in a sim, it is specifically so that I can practice for the real world), and b) if you request a clearance from KHEF to KOKV, you will in fact get "Arsenal five departure, CSN, direct." It's probably incorrect on the part of ATC because as you say, the DP doesn't have an option for terminating at CSN, but it's the clearance you'll get. So, what every pilot ends up doing is loading the DP, choosing an arbitrary transition when forced to select one, and then going back and deleting that waypoint. It's not the end of the world since you can select 'direct to' in the flight plan upon reaching CSN. But it did give me the impression of flaky software when I was in the Redbird and the instructor I mentioned it to said "yeah, known issue - it's a bug." Anyway, sounds like you guys know about it and it's intentional, so at least I'll understand what it's doing next time.