I still don't understand... there's absolutely no zoo/sanctuary in the country that would take the little guy?
Euthanizing it seems excessive.
If
not killing the baby animal was a viable option, I'm sure they would have kept it alive.
An ex-girlfriend of mine worked at a wildlife sanctuary for a few years and educated me quite a bit on this stuff. Reintegrating baby animals back into the wild once they've been separated from their mothers can be
very difficult. Especially if they've had contact with humans and have
imprinted on them. Often times a major concern is that after a baby animal has had positive contact with humans (like this bison calf did with the guy who warmed it up in his car), there is a a very real risk that it will reject its herd and actively seek out human contact again and go to a place where humans populate (like busy roads). In which case it's viewed as a liability and/or safety risk to people and itself. This is why parks are so adamant about folks not feeding wild animals - they come to rely on humans for food and forget how to fend for themselves.
It's also worth pointing out that places like zoos and sanctuaries aren't simply animal hotels that can house and feed something like a bison calf at a moment's notice. They often have very limited facilities and funding (sanctuaries in particular) and half of their "employees" are actually unpaid volunteers. So it's entirely possible that there simply wasn't a place that could take in the bison calf in perpetuity.
Even then, lets say they did find a zoo to take it in, there's a very real risk that the adult bison could reject the calf and pay it no attention. A nurturing environment is key to the healthy growth of animals in captivity just as it is in the wild. It's something zoos actively monitor to ensure newborns are taken care of. So if were to be rejected by the other bison, it would be devastating to a newborn.