RE: am i crazy
If your shooting slugs with the same chokes you use to shoot clays, my best guess would be that you missed. Also, any deer i have ever shot that close with either a shotgun or rifle does a lot more then just walk off. They usualy stumble and run and collapse or just plain get knocked off there feet.
When the deer walked off was its head down and its back arched? If so thats a good sign you got guts, typically though they run a few feet then start walking, but there back hunches up just like they got punched in the stomach and there head tends to hang low.
No offense but it sounds like you missed, a slug would leave a big hole and one way or another a deer is going to feel that and bleed.