Depends on the situation. I've done it several times, though. Mostly without even realizing it. Buck I shot this year was wounded, but I didn't know it at the time. He showed up 30 yards behind me on a scrape. I never got to see him walking, otherwise I would've likely seen a limp. I was on the fence of whether or not to shoot him since there was a bigger one we were trying for. If I saw him limping, there would've been no hesitation in shooting. Ultimately I decided to shoot anyway. After getting him, we discovered he broke his foot a year or more earlier, and it had healed over (it was still bent sideways though). While processing him, we found another hole in his hind quarter where somebody had shot him earlier in the season. We tossed that whole hind quarter because it was filled with a disgusting green puss where the bullet went through. The rest of the meat was fine.
Another buck I shot a few years ago had an apparent broken leg at one point because the leg bone was huge from where it healed. He didn't show any limping.
After we shot our two bucks this year, my dad saw a 13 pointer we had passed up a few times come limping past him. It was able to jump the fence in front of him still. We basically have unlimited tags now, so he could've shot it, but he decided to pass in hopes that he would survive. I would've done the same thing. Checked the cards recently, and he was still alive about a month after my dad saw him. He did lose his antlers already as of December 13, though, so I don't know if he'll make it since we don't normally see them starting to lose their antlers until January. I'm hoping it was just a broken leg, and he'll survive.
It is amazing what an animal can survive through. If a deer is limping, there is no reason to assume that it won't survive. It could only be a broken leg and heal over again. I just wish people would take more reasonable shots. I understand that mistakes happen, and bad shots happen. It was just very discouraging to see two good bucks wounded wandering on our property this year and knowing those probably weren't the only ones the people shot at.