During one of the scribing quests, when you have to collect creatia, I got a bounty in Evergloam. I was pickpocketing the ghost and got caught and also lost a small bit of rapport with Ember.

I think this is one of the weirdest things I've seen in this game. There are no justice NPCs in Evergloam and no Oblivion realm has any sense of human morality. In addition, I don't think there's a law against stealing creatia from a ghost in Evergloam. It's more likely that you might incur the wrath of Nocturnal for getting caught, even the ghost wasn't angry.

I only saw the bounty in Evergloam and when I went to the Scholarium, I didn't have a bounty indicator. I went to Rawl'ka by wayshrine and the bounty showed up, luckily I didn't get caught and got out of there.

It is pretty weird to get a bounty in a justice free zone. I remember getting a bounty in Artaeum for accidentally picking up a bottle near an NPC. In both of these cases, I wonder who made the complaint, to whom did they complain, and who would detain me for having a bounty?

I can just imagine the conversation I could have with an NPC guard about my bounty. "I see you have committed the crime of pickpocketing", "You see, officer, I stole creatia from a ghost in Nocturnal's Oblivion realm", "Okay, I think we are going to need the strait-jacket for this one"