Hi,
This indeed seems like a bug. A fix has been submitted. You can follow the development here: https://github.com/root-project/root/pull/3253.
Working around this issue in the current version is a bit involved but it can be done using this function:
void BDT(TString dataset, Int_t itree, TString wfile,
TString methName = "BDT",
Bool_t useTMVAStyle = kTRUE);
Calling it looks e.g. like this directly in your terminal:
root -l -e 'TMVA::BDT("dataset", 0, "dataset/weights/TMVAClassification_BDT.weights.xml", "BDT")'
Edit: And for the control plots you need something akin to:
root -l -e 'auto f = TFile::Open("TMVA.root"); TMVA::bdtcontrolplots("dataset", (TDirectory *)f->Get("dataset/Method_BDT/BDT"))'