I wonder if it is a bug, relating to the Arabic characters? Should the citations be rendered in Arabic as as well?
I would contact tech support or maybe other users here, have had experience with writing in left to right languages with unicode characters. www.endnote.com/support
A quick google suggests that Endnote isn’t able to correctly cite in left-to-right languages, but there is little detail.
I can’t find much and these are probably not relevant.