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“My kid would never do that.”
As parents, you are teaching your kids the do’s and dont’s of life. But, how sure are you that they understood what you said? Given that kids are naturally curious about the world, most likely, they will do things you never thought they’d do.
You should not expect your children to be as mature as adults do. At their young age, they still have that sense of freedom to do everything they want. The catch here is that when you know your child did something wrong, talk to your child. Discuss the inappropriateness of the deed and lay down the consequences of the child's actions. Then, teach the child ways on how things can be done correctly.
Let them learn from their mistakes. If they scraped their knee because of running in the park, console them. But, let them heal their own wounds. The tendency is they will never run again in the park because they are afraid they might end up having a wounded knee.
At least, your child's curiousness was satisfied and you did your role as a parent.

Again, nothing is wrong with your parenting. "Be comforted in knowing that some of the best life lessons usually come right after some of life's biggest mistakes and failures," said Melissa Fenton in her blog, Scary Mommy.
Furthermore, you may give your child a road map, but let the child explore on his/her own. Soon, he/she will find his/her own way while you are still there nearby to give light along the way.