Basically title. I find it unimmersive that you can put void and lava fish in the water bucket without fish dying from cold / suffocating in water.

Unless you're playing with custom fish configs that aren't set properly (Like having lava fish set as water fish), or are using mods that break/change/replace buckets, lava and void fish have never been able to be put in buckets, only water-based fish can go in water buckets.
Eventually it may be changed to allow lava fish in lava buckets for transportation and farming, but it is unlikely that the same will be added for void fish.

Eventually it may be changed to allow lava fish in lava buckets for transportation and farming, but it is unlikely that the same will be added for void fish.

Void fish in an empty bucket, perhaps?