This is normal. Even in battle you can choose to use megalixir on healthy party. You choose to do it.
in battle its different, you could get hit before you actually use it, but in the field its definitely unintended behavior
if the game blocks you from using an elixir on all 3 characters, it should block you from using a megalixir as well
also you can still use a megalixir on a party of 3 dead characters in the field, its like 2 bugs in 1
and i havent confirmed this or anything, but i'd be willing to bet my car that ff8 and ff10 blocks use in this scenario (i'm not THAT confident... just my car is a P.O.S.)