I think that's happened to me before, on the NES.
I think this happened because the game will sometimes give you another one of those bolts, because the way the game handles the spawning of enemies and the nut enemy can become glitchy, as you know.
Most of the time, I just see two of those nuts fly across the screen, but both try to go to the same bolt, so one of them usually just vanishes. But it could be that the third bolt may have meant to go to the next one, but went to the first one instead. The game thinks that the bolt is locked on to the second one, but it's not, and it's not supposed to do anything without the nut.
I found this one to be weird too. It gets a bit freaky at the end.
[youtube]http://www.youtube.com/watch?v=5cXoBzXjDYA[/youtube]