The constructor of the java.util.Random class, which creates a new random number generator using a single {@code long} seed, doesn't calls setSeed(seed) method more.
In brief, spec should be clarified here. Actual spec says that Random(seed) is equivalent to

Random rnd = new Random();
rnd.setSeed(seed);

But current implementation does the same as the code above, but does not call rnd.setSeed(seed). It is not obvious at all - does it still "equivalent" or not that clearly demonstrated by corresponding JCK test.
More precise the Random(seed) is not equivalent to

Random rnd = new Random();
rnd.setSeed(seed);

As described in the my comments the haveNextNextGaussian variable will not be cleaned if the instance of Random created with Random(seed) constructor.