Oh, they are smart in a way - but they just haven't had the time to adapt (evolutionary) to wire fences. I guess the fence looks like just another bush or vine or something, only with an odd color, and they've never had any problems hopping through vines, have they now?

I think the 'smart' part comes right at the end - the part where this particular fawn will not ever want anything to do with humans again :) Much to our chagrin and loss, the fawn is mostly right in this case - 'mostly' since there are people who do indeed care about them, like you've done right there.