So I chose the Stormcloaks and they took over Skyrim. The second in command guy told me to kill any Imperials I may encounter on my journeys. I found three of them in the wood in the Rift and I killed them but I got a bounty! It went away after I killed the last 'witness' but why would I get a bounty if the Stormcloaks rule Skyrim?

It's about the bounty system not about the Civil War. There are many situations like this where bounty system kills immersion.

Next time, get them to attack you first.