The film heavily hints that Percival is the double agent Satchel, and Lorraine even manages to frame him as Satchel. But before it's revealed she's manipulating evidence, it's clear there's no way Percival can be him. He angrily kills Bakhtin in revenge for Gascoine, who had correctly identified Satchel as the person who sold him out. Why would Percival have his own friend killed?
MI6 would just assume that, Percival being Satchel, he intended to get Gascoine killed, and then killed Bakhtin solely on behalf of the Russians (because he tried to sell the List) and not for revenge. Remember that as far as MI6 knows, Satchel is a loyal Soviet agent. They have no idea that the CIA's working against them.
