It just feels higher because you're seeing your marginal tax rate instead of average tax rate. If you get a raise and look at the paycheck before and after the raise, the difference in net pay vs gross pay will be similar to what you see with your bonuses. As the other commenter said, it doesn't change your total tax bill at the end of the year.

I don't know standard practices, but my last bonus check at federal income tax, social security, federal medicare, and state income tax deductions, but no deductions for insurance or anything (and I wouldn't expect to see those.) I do have deductions for my 401(k) and such, but that's still my money, just going to a different account.