Then you make it worth your while and shoot them too... gonna get fined anyways, may as well have fun xD
Really, REALLY bad idea. Note that he's not actually wanted. There is no "Wanted" symbol in the lower right
This is a very, VERY frustrating bug that has been happening since before release (Why it was released unfixed? Who knows.) What happens is that you kill a wanted target, but the target is typically not a pirate, just someone who has committed a crime, and as such their faction will still read as the same faction as System Authority Vessels or whatever space cops are nearby. The way (broken) factions currently work is that when you attack a member of a faction, all nearby faction members become aggressive with you. As such, when you attack a target with a bounty in a Nav Beacon, Resource Extraction Site, or anywhere there are Space Cops, all nearby NPCs of the same faction will aggro onto you, INCLUDING space cops, even if you took out a bounty target.
It's a stupid, stupid, seemingly easy to fix glitch that has not been fixed yet, and a lot of people on the forum and players seem to be aware of it, i've even seen staff acknowledge it once or twice. The only way to avoid it is to only hunt for bounties using a FSD Interdictor, as no space cops will appear in your own private interdiction instance, or to only hunt for pirates in Unidentified Signal Sources, and wait til you find the one that spawns several pirates and no cops. That's the only way to avoid this currently.