You're having the background layer rotating.
The bullet is positioned at the correct position.
<img src="https://dl.dropboxusercontent.com/u/36472942/construct/forumhelp/Layer_rotation_point_position.png" border="0" />
The black rectangle/point is the layer at an angle of 0.
The blue rectangle/point is the layer rotated. The x,y coordinates of the points are the same as the black point, but appears as a visual offset.
To "correct your capx" have a search in the how do I forum about "Rotating layer"/post a new topic.
Moved to closed bug since it is not a bug, it is "a feature".