This is due to how end of turn effects work in Mercenaries. Most occur in the order that the effect came into play, for example, if Neeru summons an imp on the first turn, and on the second turn Bwonsamdi uses his Deal of Fear, then Neeru summons another imp on the same turn, the first imp will fire, then the bounce will occur, then the second imp will fire.
There are exceptions to this rule, such as Neeru’s fireblade portal always occuring before other end of turn effects, however this is not a common occurence.
There is something to be said about whether or not deathrattles “should” occur if a merc dies on the bench, as it doesn’t make a whole lot of sense. Think of a mechanic like discarding in Traditional Hearthstone, but the bug in question is just the fact that the merc on the bench does not disappear or have some sort of visual animation to show that they died while not in play.