When the bonus is paid in a separate check, the employer has a choice of two different methods for calculating the withholding on the bonus. One method is to withhold 22%. The other method is to add the bonus to the amount of your regular pay for one pay period, and calculate the withholding on the total as if you received that much in a single pay period. Then they subtract the tax that was withheld from your regular pay. The remaining withholding is taken out of the bonus. It sounds like they used the second method.
But as macuser_22 said, in the end it makes no difference. The money is not lost. If the withholding was more than necessary for your particular circumstances, you will get the excess back in your refund when you file your tax return.
