You were not sleep walking. You were fully awake. At the time you were fully conscious but as soon as you went to sleep you forgot about it. It has happened to me many times. Usually when I'm not getting enough sleep.
This is a semantic quibble as much as a substantive one. “Asleep” vs. “awake” isn’t really a binary distinction. Both sleepwalking (which isn’t a single well-defined thing) and the kind of awake-but-then-suffer-amnesia states you are talking about (can be caused by extreme tiredness, too much alcohol, dementia, etc.) fall somewhere in between full alertness and deep sleep.
I think sleepwalking _is_ a defined thing. https://en.wikipedia.org/wiki/Sleepwalking What Zaphar is describing is not true sleepwalking, it's just that he was awake such a short time that he didn't form memories about it. In much the same way that I can't remember how I walked to work this morning.