Many things, while not being illegal are still wrong.
That he staged it as a wild hunt and tagged it as a wild bear shows he knew it.

If he thought that buying a tame bear and killing it inside a pen was ok he wouldn't have gone to the trouble of staging it as a hunt. He would've just filmed himself shooting it in the pen. That would've saved him time too.

Face it, it was wrong. If anyone else did the same thing it would still be wrong. It is not wrong just because he is famous. It is wrong because he is supposedly a human.