So I cleared Devil's Lair with no deaths with that one Bounty active for completing a strike with no deaths and it did not get a completed status. I thought it could have been a glitch with the entire bounty system, so I found a public event and gold starred it (bounty was to get 3 gold star pubs) and the progress updated. Could just be the one Bounty, but I posted the pic as proof from the alpha stat tracker.
Just an FYI, that bounty must be completed without any fire team members going down. If one goes down, even if he gets a revive, then the mission must be restarted for credit. Otherwise you could just two man it while the third man (with the active bounty) hangs back with no worry of getting killed.