Bonuses don’t get taxed any differently. What happens if your employers payroll software sees additional income above your wages and without any tax-exempt lines (like health insurance) subtracting from taxable income. It ends up calculating a higher tax withholding rate. Or it doesn’t and just calculates the maximum marginal rate by default because it’s a stupid program.
Come tax time a dollar of income is a dollar of income. Your tax burden is calculated in total income and bonuses are treated no differently than wages.
Your tax return is just leveling out with the government. You’re paying the same amount of tax over the whole course of the year, and when you file the taxes, any refund or payment is a surplus or deficit of what you paid versus what you owed.