Did you wait until the scanner finished and said wanted?
I wouldn't have known the target had a bounty if I didn't wait for the scan to complete.
Happens to me all the time. It's silly if it's working as intended... just an annoying game mechanic. The fact you can warp in and out in about 10 seconds and it goes away makes me think bug.
The cops sided with a criminal just because he was allied to the same faction as them? That's laughable.
You shot someone in the same faction as the Feds. Jump to SC, jump back to Nav beacon.
Known "issue" - some think working as intended, some think due a change soon.