In one scene in Dogville (2003) the cop announced a big reward on Grace because of the bank robbery but no one reported to the cop, even though the Dogville people hate Grace so much. Why?
The citizens of Dogville don't inherently hate Grace, but they come to despise her because of what she represents, and what they have transformed her into. As the film progresses, they become more and more complicit in this process, until the town is wholly subsumed in their treatment of her. They have become her captors: not for monetary gain, but for their own purposes.
At the point where the bounty is offered, she has not yet transcended to become the physical embodiment of the towns collective shame. Dogville uses Grace for it's various nefarious purposes, displacing their own corruption onto her.
They own her, and she is the means of their cathartic release of depravity, malevolence, and sin. They wouldn't give up such a useful instrument willingly.