Weird situation. A nearby wooden building is on fire. I approach a pump with an empty bucket. I can only use a jug to get water, bucket is not listed.
I then try to unload the water from the jug into the bucket, it says ‘no nearby container’.
ALSO. Can’t dump water from jug into a wall on fire. I can just put it on the ground. Feels abnormal too!
Never used a bucket but I do know items that dont have the SEALABLE tag have to be wielded to allow it to be used.
So yeah try that wield the bucket then try to fill it with water :).
Let me know if this works
P.S
it does make sense if ya think about it you cant have a bucket of water loose in ya back pack 
though as for not being able to dump the water not sure.
Yes you have to wield it, then you should be able to fill it
Containers that cannot be sealed can only contain liquids when stay on the ground or are being held in character hands.