I've had it happen once (first time bow hunting), and that's all it took to for me to learn that it's not worth the risk. I'll hunt if it's a brief shower, but I'll never hunt if it's a steady rain for this very reason. If something happens with the shot, you're immediately reduced to a body search rather than a tracking exercise.

Question for the OP: How long did you wait before searching for the deer? It's possible that you didn't wait long enough and bumped it. See the bow hunting forum for a sticky-thread on tracking (what to do after the shot)...some great advice in that thread.

As others have said, this does happen occasionally, but you owe it to yourself - and the animal - to learn as much from this incident so that it doesn't happen again if at all possible. Tough luck...best of luck to you the next time you get a shot.