I don't rule out this, but I don't believe because it will be less obvious if they penalize me in other methods e.g. reduce training efficiency in old system (probably, I cease to monitor training progress of my players now), negative bonus in live matches (unlikely because I still attend both my teams' matches with old system but their performances have huge difference. One of it always lose while another have not yet failed to win after changing new system.)
I still have 3 unsigned players. I will check if there will be more similar cases.
Edit:
Just signed 1 more player. Average qualities of 2 of the 3 categories of attributes are different from those before signing. However, I finally notice that the average qualities for the player before signing is actually incorrect.
Take the player Nunez I mentioned in first message above as example. Actually average qualities of all 3 categories are incorrect. After signing, they become correct.
I don't know if it is a bug. I am already tired of further investigating or following.