Burrenton Forge-Tender and Soul-Scar Mage not working correctly

In a game I was playing, I had a Puresteel Paladin and a Burrenton Forge-Tender in play. My opponent had a Soul-Scar Mage in play. They cast a Lightning Bolt targeting my Puresteel Paladin. I sacrificed my Burrenton Forge-Tender using it's ability on the Lightning Bolt. When choosing the correct replacement effect, a counter was still placed on my Puresteel Paladin. If the other option was chosen, the Puresteel Paladin was destroyed.

A counter should not be placed on the Puresteel Paladin if the interaction is working correctly and the correct replacement effect is chosen.