If a light is placed inside a medium, the caustics solver (Max | C4D) will ignore the absorption of the medium for caustics generated outside of it. Observe how the blue glass ball is casting non-blue caustics when the light is inside it.
It is not being addressed in Corona 10, sorry - you can see the items planned for 10 in Trello . From our side, this is a pretty niche situation that wouldn’t occur often as it doesn’t really represent any set up in the real world (if a light was inside a blue sphere, the sphere would be hollow and the light would not be inside the glass media but outside it still).