I am having the same issue in version 4.1. The Javascript bundles are generated correctly with minified with the .min.js extension. The generated head links point to the correct bundle with .min.js extension.
The generated CSS bundle file name, however, is incorrect. It does not have the .min.css extension, but the generated head link file name reference does. This causes a 404 error. I have the bundle and minify settings enabled for both. What can be causing the link reference to generate correctly, but not the bundle filename?