For real in the destroyed city stage in the second round, you can hear the music going "dun dun dun dun dun dun dun" just like Jason's theme. I found it kinda funny.
Yeah, it's a common PC bug, it happened to me with Jacqui and with Sub, you hit the Fatality input, the sky darkens, and they just stand there gormless for a minute or so.
Then.. "Fatality"
It's not just PC, happens on XB1 as well. It's an online thing, the de-sync happens on the fatality timing or something is my guess but yeah they stay in that stunned animation for a while then it just says fatality >__>;