[2019] Opponent getting priority before me during my turn. Is this a bug?

I was just playing against esper stax and they managed to empty my hand. During my draw step I drew a card which I intended to play, but somehow my opponent managed to [[Thought Erasure]] it from my hand using [[Teferi, Time Raveler]] +1, despite me having priority. Is there something I'm missing, or should I report this as a bug?