I searched the wiki and the item browser, but couldn’t found the entry for a bucket. Probably this bug is known, I saw some discussions about that item-type.
I have noticed that a bucket under a funnel will not collect water. A gallon jug with a funnel one tile beneath it collects well.
The bucket is watertight, as well as the gallon jug (which has resealable too)
I currently use build 0.C-13783-gbac446c
maybe it only works with resealable items?
There is a lot of funky code surrounding watertight/resealable containers and bucket type containers (watertight but not resealable)!
It is really hard to understand the why and the how it got to be this way. Initially, @atomicdryad defined a watertight container as a container being both watertight and resealable. Later on, @BevapDin defined a funnel container to being a watertight container to fix cardboard box from filing up water with funnels.
I might try to fix this issue but I feel any fix I could come up with has a low or zero chance of being accepted.