Yes, thats true, if you score high in a bounty tournament you wished it wasnt a bounty
If you play just to get to the final table you are probably better off playing regular tournaments, but if you are in the mood for an agressive play it can be fun to play a bounty.
If you are non-US, you could join PKR and play a Terminator Xtreme, where 100% of the buyin goes into the bounties. If you knock someone out, 75% goes into your account, and the remaining 25% is an additional bounty on you. So if you make the final table, there are probably some big bounties to win.
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