Roe
I submit a few points to consider, some observations and conjecture based on my experience(s).
1.) I don't believe the ungulates have a sense of mortality, I believe their brain is wired at a level more ancient than ours and they live in a close approximation of act & react. I don't believe they anguish over death as it's not a consideration for them. I do believe they feel pain but not in the same sense as humans or as many folks would like to believe (even amoung humans the idea of pain is varied and situational). I believe that much of the "fear" and "pain" folks attribute to the actions and displays of wild animals that have been shot and then approached to close quarters prior to death is fear and anquish from the close proximity of the human (a known or unknown danger) and not physiological pain from the projectile/wound. An approached wounded animal that cannot flee will most certainly shift into a survial mode and thrash about in fleeing motions and exhibit enlarged pupils and other characteristics of that state.
(One of the most "painful" experiences I have witnessed was that of a deer that had been hit by a minivan. The occupants of the minivan, a woman and her teenage daughter then stopped to render assistance to the down but not dead female deer (doe). The young girl was tightly holding the doe's head in her lap attempting to comfort the creature as it fitfully thrashed, quivered, bellowed and stared about with giant brown terrified (in my estimation) eyes. This little girl (and her mum) were sure they were doing the correct thing in their attempts to comfort the wild but slowly dying beast... apparently in their mind the creature somehow knew they were there to help and not to be considered a fearsome foe from which it could not escape... Despite the good intentions of the mum and daughter I considered the affair of being physically (restrained) comforted pure torture for the deer....the "pain" of the physical injuries to the deer were of no consequence to it IMHO.)
I don't see their reactions to injury as much different than that of humans immediately upon being seriously injured, physiological shock alters the bodies mechanisms for perception with the immediate elimination of pain being one of the benefits, albeit a short duration affair in humans. Much of the pain humans "feel" is learned or caused by reflection upon the injury or our mortality.
2.) The little 6mm bullet at 300 yards, I have directly observed the 6mm Nosler Ballistic Tip 55gr on our whitetail deer at just over 500 yards with results similar to your roe deer. The bullet went double lung on a broadside presentation without much reaction from the deer. The deer entered a standing (still green) corn field and traveled perhaps 80 yards before it lay down to die. Upon examination on the wound I believe the little 55gr 6mm was going a bit too slow to open up and simply punched a nice hole through both lungs. I believe that had the little bullet hit something more substantial than hide, intercostal muscle and lung tissue it may have begun to tumble for a little more terminal damaging effect. I believe that even at the shorter 300 yard distance of your shot coupled with the slow projectile speed the projectile will not have a sufficiently long wound channel and may not tumble or expand/fragment in the short trip across your smallish roe deer (we see this pin-hole type wound with large varmints and long shots).
3.) Some critters are a bit tougher than the average and hang to life a little longer, your roe deer may have been one of those??
4.) I have been witness three times where a whitetail deer was shot though the chest (archery) in what I would have considered a fine a shot as person could expect and the deer showed no mortal effect from the passage of the arrow. In one case the deer was shot again within several hours and bagged and I had a chance to examine the first wounding (entrance and exit). I have heard of (and witnessed) this type of chest through-and-through wounding with minimal effect and have come to believe that there is an area in the center of the chest on an ungulate that is less "vital" than one would expect for a slow projectile (minimal primary wound channel) or cutting type only (archery) wound.
I would not anguish too much over the reaction of the little roe deer upon your approach, I believe it was just the flight, fight, freeze reaction and you got close enough to be an intimate witness on an impaired subject.
I believe that 300 yards may be a little too far for that bullet on a smallish critter to expect significant terminal effects on very soft tissue.
