I didn't run into this problem. I interacted with the cat, wandered off on the same map (I can't remember if I went into a building or not) and when I came back to the spot, there were bones. I would say make sure you interact with the cat in the open, so the bones aren't obscured by a tree maybe? I'll go try this again and see if I get the same result.
Edit: Ok, got informed of the haunted-ness of the House (still with the missing image, but I'm still running the 300 Test Build), talked to Jenny (General Store) and the Guard by the tower. Walked over to the woods near the haunted house and walked ON the cat, interacted, it meows, and I got script about it evaporating. The bones appear in a designated spot, to there's no risk of the bones appearing behind a tree where you can't see them.