Think of it this way: The BHG is an organization both governments and the law enforcing agencies put up with as a necessary evil. They do help keep the criminality at bay, but they can't really endorse them as an aligned since they haven't really any ties with those governments. A BHG will try and fly bellow the radar when there's police/military around, because acting as law enforcement while these people are there will make them look bad, and then the BHG will risky the already little support they have inside the Houses.
Also, one could say that the BHG "pirate" and "terrorize" those that aren't law abiding citizens (pirates and smugglers) and would only make their problems worse should they call upon the law enforcers to deal with the Bounty Hunters.
One problem I see is that the BHG shouldn't really care about the law to any extent that goes beyond their own gains. After all, they aren't in the job for the glory or for the recognition, they are in it for the money - or at least I think it should be like that - be it through contracts with the governments, be it extorting smugglers and/or pirates (I can picture a BHG extorting a smuggler to keep quiet about them), be it pursuing bounties against unlawfuls that managed to grab some special attention to themselves.
EDIT: Some BHs seem to think the police/military should be thankful and cordial to them. I don't think it's necessarily so. Specially in the case of some of the more rigorous agencies. After all, every successful BHG action inside House territory casts a bad light over the government agencies that should be there to do the job themselves.