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Why do you expect xp for a won game?

Its the other way round.
You make a giveaway for others and then you get 'exp'. And then you power up after every level ;)
https://www.steamgifts.com/about/faq

View attached image.

If you mean Contributor Value by "exp", then no, it's not a bug, it's a feature. You gain CV by giving away games, not winning them. The incentive is there for you to give back, not to win more.

https://www.steamgifts.com/about/faq

Check out "Contributor Levels"