I feel your pain....
Years ago while coonhunting at night I walked upon a buck that had been shot many times. Hit in the leg, bottom jaw was flopping by skin....so I had a choice to make, kill it and break about 5 laws or walk away.
I made the same choice as you. I shot it with my .22 and put it out of it's misery but was too afraid to call the game warden and try to get a tag for it. It was after dark, with a .22, no deer tag, etc, etc....I still think i did the right thing. That deer was simply going to starve to death.....