Phasing issue with auras

>I had a Mirror Entity. My opponent enchanted it with an aura for lack of a better target. A copy of Teferi's Protection he controlled phased out his aura. After that, my Mirror Entity phased out via my copy of Teferi's Protection. When his aura phased in, my Mirror Entity was still phased out, so the aura should have gone to the graveyard, but it hung around attached to nothing.

Looks like phasing doesn't handle auras correctly. I'm looking into this one, but may not be able to fix it.