A bug is very often created in association with a particular feature, as it's going through testing. It would be great if you could associate a bug with a particular feature at the point in creation, rather than having to then go and find the feature, and back-associate it with the bug.
This can now be handled in a couple ways:
If you are adding the bug as a record in Aha!, you can use # to link to the record. Adding the link in the description as you create the new record will automatically add the record link when the bug is created.
If you are adding the bug in your development system, you can automatically import them by mapping features or requirements to multiple record types in your development system.