Where are you finding in the Rulebook that you get a Wanted Poster when you duel a player that has no bounty? I'm not seeing that on page 5, nor am I familiar with that rule being anywhere else in the Rulebook. Though if I'm wrong, I'll be glad to be corrected here!
That is my bad. It must have been a misreading of the rules as we played or I inadvertently applied some of the rules from another sandbox game (Xia).