The bounty to one of my answers wasn't awarded to me when in fact the user that asked the question accepted my answer 2 days before it ended. Why would this happen? The bounty help states that if the user that asked the question selects an answer that the user who answered the question would receive the bounty.
It takes some time for the system to auto-award the bounty. It's only listing that the grace period has expired. It has not yet determined if the bounty should be auto-awarded. When the time comes, it should award it to you, assuming that the OP accepted your answer during the bounty period.
Easiest way to think about it: if the bounty notice is still present on the question, the system hasn't decided yet. When it does decide, it will remove the bounty notice.