After a bounty expires if you up vote an answer an alert pops up reminding you that you can accept an answer. Since the bounty has expired you are unable to do so. The pop up should not show when an answer can no longer be accepted.
Jeff's fine answer notwithstanding, this question no longer makes sense. Bounties and accepted answers no longer have anything to do with each other. Thus, you can still accept an answer even after an unsuccessful bounty try.