Did I do something illegal? (or even immoral?) (Stupid? For sure.)

Yes, I’m afraid you did not handle this matter well. As others have mentioned, it’s likely that the other driver had something, or a lot, to hide, and did not want the police to be involved. You are fortunate that the money you accepted is sufficient to cover your costs, but that is beside the point. I don’t follow why you left the scene after calling 911. I wouldn’t make a habit of it. It’s true that the NYPD is not likely to pursue the matter, given how busy they are, but if you must call 911 again for any reason, I’d stick around. Additionally, by remaining at the scene, you would have provided some protection for yourself should the other driver have decided to file a lawsuit against you. He could have claimed an injury, and the fact that you left the scene suggests possible guilt.