It's probably a combination of two factors, firstly as you rightly suggest the focus screen plays a role - the view you see in the viewfinder effectively passes through a second aperture and so appears to be stopped down to about f/2.4 - f/2.8
So you can see bokeh through the viewfinder, it will just be much less pronounced due to the smaller effective aperture.
You can readily verify this, put on a fast lens stop down to f/5.6 and press the depth of field preview button (which closes the lens aperture, as if the camera were about to take a shot) you ought to see a darkening. Now stop down to f/2.5 and press the depth of field preview button, now the image in the viewfinder doesn't change as the lens is already stopped down that amount by the focus screen.
See also the accepted answer to this question:
Why is the depth-of-field preview in the optical viewfinder of my Canon 500D inaccurate?Why is the depth-of-field preview in the optical viewfinder of my Canon 500D inaccurate?
Secondly you were probably focussing your attention on the bottle of merlot, the human eye only sees detail in a very narrow spot in the centre of your vision. The brain moves this spot around to create the illusion that you see the world in detail. If you were concentrating on the bottle you may simply have not actually 'seen' the bokeh in the background.