Error message still returned after transaction was indeed broadcast
This looks like an implementation choice of the PeerGroup.broadcastTransaction method of bitcoinj. 

If you send a transaction out to one or more peers, there is no guarantee that any of those peers will forward them on to others, and no way to verify it without having another node somewhere else on the bitcoin network listening for it (or listening to it from the same node but from different peers). You can only attempt to have some level of confidence that the transaction has been broadcast by sending it to multiple peers.

The broadcastTransaction method appears to have some confidence calculation in it, and probably does not complete the promise unless the confidence is met. I've not explored the details of it, but I'd suspect you're perhaps not connected to enough peers for it to have the confidence. Are you only connected to one peer perhaps? Maybe you need a longer timeout? Check the details of how the broadcast is implemented and you might figure it out.