You did the right thing, put him out of him missery. I would never call the authorities in this situation, a total waste of time.
Here's is how it would go in Maryland - You call the authorities, the whole time the deer is suffering, the authorities will finaly show up, look at the animal and not know what to do (because they all morons up here). All the while the animal is suffering, when you could have taken him out of his missery and been on your way.
Total BS, who believes you should call the authorities, just take care of business and save the animal any suffering. Just like you did, congrats and enjoy your first kill of the season.