Why is it said that bacteria have no membrane-bound organelles, when they often have one or more flagella?
Prokaryotic flagellum is very different from eukaryotic flagellum: it's not surrounded by a biomembrane (as in eukaryotes) and its composition is distinct. Actually, they only have in common the name and the function:


  The term flagella is ambiguous. It refers to bacterial structures composed of flagellin protein and to eukaryotic structures composed of microtubule proteins.


Source: https://www.ncbi.nlm.nih.gov/pubmed/7378551

It's clear that prokaryotic flagellum is just a protein-made structure that crosses the membrane and grows outside it, as represented in this image (notice the TEM at the bottom right):