Maybe I sounded too harsh.
I personally would like to see more detailed gameplay around wanted players. You could turn them in (and collect bounty), or if they get scanned, they bail, and you get fine, but not get blown up. So yea, while it is NOT a bug, blowing up ship for wanted passenger feels too much. However again, more detailed approach would add some fun. For example some wanted passengers might have shoot on sight orders released about them. Some might just indicate something else.
Anyway, as far as it is, if passenger says he/she migh wanted, assume he/she is. If you want that contract, pick Cobra and try silent docking. If not, avoid them.