Budget checking creating zero budget and passing budget check when should be failing.

We are on 9.1 and know we didn't have this problem in 9.0.  I created a voucher for which there was no budget.  I budget checked the voucher.  The budget status is now valid, and a zero budget was auto-created. This should fail budget checking and not create a zero budget.  I am thinking this might be a setup issue, but can't seem to see it.  Can anyone help?