I just tested previous version (1.4) - it doesn't have such problem. So, I compared changes in both versions and it seems that I found temporary solution. In file wp-content/plugins/polylang/frontend/frontend-links.php on line 47 there is a filter that aren't presented in previous version of plugin. So, I commented these lines:
add_filter('term_link', array(&$this, 'term_link'), 20, 3);
It seems that it fixed the issue but, of cause, we need to wait for "real" solution from the author of this awesome plugin.