OP, you are not a bad guy for letting the wounded rabbit escape. Nature takes care of such unfortunate accidents by allowing the animal to heal and function with three legs (yes, this happens; rabbits caught in traps often chew off the ensnared leg to escape), or by allowing it to die quickly or by providing it as food for another critter. Nature has a plan for all of the accidents its wild creatures endure; things get screwed up only when we humans interfere.