I tested two other G1000 equipped aircraft (172 and 208) and both captured the desired altitude with no problems using the same technique you described, and both worked correctly. I tried the Bonanza and while the desired altitude “flashed” at the appropriate time (indicating it was ‘going to capture it’, but then just busted through the desired altitude without stopping.
So it appears something is wrong specifically with the Bonanza, as you noted.
You should report this issue to Zendesk.
Regards