Accruing bounty in a hold different from the one I'm currently in

In Skyrim, I accidentally get caught stealing things, and it keeps saying it adds bounty to Raven Rock although I'm in Riften. How is this possible?

Probably a keyword issue.

Example: You can steal a mace in Whiterun (say Arcadia but if it belongs to someone in Solitude like Addvar you'll get a bounty in Solitude probably Whiterun too) It sounds like nonsense but I've been in the creation kit and it's a mess.

It's the difference why some skulls can't be looted and others can. Keywords.

There is also an NPC in Raven Rock that is associated with another in Riften so wires got crossed and maybe the guy who set up the properties of the item didn't go far down the drop-down list and select Riften.