Bounty Dog dives right into the deep end with surreal, near psychological drama imagery and is guaranteed to confuse the sh*t out of you within its first 5 minutes; but what a beautiful 5 minutes it is. The anime starts with an absolutely beautiful montage of its moon city setting set to some slick city pop music and sets such a powerful tone of a false utopia beset by impending doom that will permeate the rest of the ova. It will take your mind off the plot confusion until the anime finally explains its premise; our main characters are secret agents and the mysterious girlis some clone of a moon goddess.
Show not tell is great except when it is used before viewer has even been given any story details to begin with! A 2 episode short ova generally does not have any business attempting a complex plot anyhow.
Even with the premise established, I still couldn't make sense of the themes and full story of this ova. It is another one of those ambitious sci fi ovas like Big Wars, Megazone 23 and Dallos and indeed borrows many sci fi elements and tropes from them. On a more superficial level, the moon setting recalls Dallos while there is a great hovercraft vs military chase sequence ala Megazone that is easily one of the ova's highlights.
Big Wars shares far more than a passing similarity to Bounty Dog. Both use a plot about cosmic deities monitoring and then suppressing humanity to explore themes of human civilisation developing too far. Both also share a very murky, saturated colour palette and have rather poor, overambitious execution of their stories.
The murky palette may have saved up on production costs but its oppressive, clinical look lends heavily to the surrealist and ominous atmosphere that I earlier mentioned. The execution of the story on the other hand is unsalvagable, it really is too much concepts and not enough time to linger on any details.

Ultimately Bounty Dog is forgettable if not for the absolutely rich mix of sci fi concepts and tropes it represents, resplendent with gorgeous futuristic art oozing with the passionate vision that dominated retro sci fi anime. Its not as high production as something like Venus Wars, Dragons Heaven, Five Star Stories or Bubblegum Crisis but if you like beautiful anime sci fi art, watch this one.