How would it be unethical to shoot him? How do you determine what animals can and cannot be ethically shot? Is it unethical to shoot a yearling? Is it ethical to slaughter a chicken from your backyard?

If he was pen raised, then his winter foraging and survival skills may be low. So what would be worse, to die of starvation or a gunshot to the heart?

I'm not saying he won't do just fine in the wild (assuming he was pen raised), but certainly the odds are against him when competing against the "more experienced" deer.