How am I getting wanted in Anarchy system?

I don't play around with anarchy / lawless systems much but I just don't get what is going on.

I go to Devane and as I am about to jump in I see the security status at the top of the screen go red and it warns that it is an anarchy system. I then go to the main orbital station owned by the controlling faction, still says anarchy. I am dubious so I park my anaconda and buy a sidewinder. I head to the haz res 4ls away and pick out the first miner that I find and shoot him. Immediately I incur bounties for shooting him and become wanted.

What the heck is going on? Can anyone explain this to me?
 
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