Stack Exchange informed me that my bounty has expired and will be auto-awarded.
But there are no answers, so it cannot be awarded.
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Note that even if you don't have an answer, or only a self-answer, the grace period is still in effect for 24 hours. Answers posted during this time period may be awarded the bounty.
So, even if you do not have an answer now, you may still get one and if this answer happens to be eligible for auto-awarding. So, technically, the statement “[the bounty] will be auto-awarded 24 hours” is more or less correct: After said time, the system will perform the auto-awarding process and only then is it possible to tell whether there will be an answer to be auto-awarded.