[jQuery] [jQuery 1.3.1] Losing event handlers when appending same element multiple times

Here is the code:

HTML:

<ul>
<li></li>
<li></li>
<li></li>
<li></li>
<li></li>
</ul>

JS:

$(function(){

var handle = $('<span>Click me</span>');
handle.click(function() {
alert('Thanks');
});
$('ul li').append(handle);

});

With jQuery 1.2.6, each time I click on any list's element it shows
alert. With 1.3.1 in FF3, Safari 3 & Opera 9.63 alert is only
displaying when I click on first element. In IE6,7 everything is ok.
Is this some kind of bug?