Hi,
you're right, this seems to be a bug in characters escaping. We'll fix this in next release.
Until then, you can override this only by manually editing your config.sef.php in /administrator/components/com_sef and removing the backslashes before simple quote in '$replacements =' line. Then it should work the way you want.
But I'm afraid you'll have to do this every time you change and save your JoomSEF configuration.
Sorry for this problems.
Regards,
David