Because you pay with the intent of provoking a wound that wouldn't have otherwise occured. You pay to create risk. And when a bounty is collected due to battle, not only have you failed to trigger a wound that wouldn't have otherwise happened, but the risk you created is terminated.
The gold is *spent* the moment you set the bounty, but if it triggers a wound that wouldn't have happened, then it paid off. Paying the bounty to flukes like battle wounds would be like giving the soldiers who got Ossama the bounty that was on his head: they were just doing their job, it makes no sense.
This is the reason that if people really want infiltrator hits they call for them privately and pay the infiltrator separately upon success.