We assume that the Arduino Mega contains built-in pull-up for the TWI Bus
We don't assume it, we know it. The schematic shows it clearly.
and all TWI devices are disconnected from the TWI Bus.
Please explain how that relates to the pull-ups.
Arduino Mega is being suspected to contain a malfunctioning TWI Interface.
I never heard of that and my Mega2560 works without any problems.