"it bugged me that" is correct and usable in written English. You can use it when expressing dissatisfaction with something that someone else has done, said, or written. For example, "It bugged me that he didn't even call to apologize for being late."
It bugged me that I wasn't sure.
While I had captured a mental snapshot of the sign glowing in buttery morning sunlight, it bugged me that I hadn't trained a lens on it.
"It bugged me that I hadn't followed through," she told me.
It bugged me too that other people were sure: men who'd been to war, who'd done the deed.
It bugged me for ages that we didn't take advantage of it at all.
I've suggested that the Dodgers were waiting out the market for a second baseman, a catcher, and perhaps an ace-like starting pitcher, but last week I watched as able second basemen Jed Lowrie, DJ LeMahieu and Brian Dozier came off the board -- and rather cheaply at that -- and it bugged me.
It would be nice to be able to set it so that it bugged me a little more often.
It always bugged me that I didn't have access to it.
"It really bugged me that they kept saying on TV the whole weekend, 45-year-old Beth Daniel for birdie from 10 feet, 45-year-old Beth Daniel teeing off," she said.
It always bugged me that even smart people are interested in sex and relationships.
Though I amassed a fully stocked Sweet Valley High collection in the '80s, it always bugged me that Jessica and Elizabeth stayed the same age with the same friends in the same town.
Ludwig does not simply clarify my doubts with English writing, it enlightens my writing with new possibilities
Simone Ivan Conte
Software Engineer at Adobe, UK