Why does 'git branch -d' act differntly after clone?

Hi,

I created a simple repository.
If i create a new branch from master and commit some changes and
then delete it with

    git branch -d neuerTestBranch

I'll get a error:

    error: The branch 'neuerTestBranch' is not fully merged.

I like that error, it reminds me, that i forgot to merge.
However, if i don't delete this branch and clone the Repository somewhere
else, i don't get the error anymore. When i delete the branch now, i get
this message:

    warning: deleting branch 'neuerTestBranch' that has been merged to
    'refs/remotes/origin/neuerTestBranch', but not yet merged to HEAD.

And the Branch is deleted right away.

Why does git branch -d acts differently after a clone?
Is this behavior maybe a Bug?
Is it possible to force a behavior like the first in cloned repositories,
too?

I use 'git version 2.5.0.windows.1'.

Cheers,
Konstantin