Hello Carol.Yes it is upsetting but not something you can blame him for,i bet he thought you were being generous in providing such an easy meal! I am surprised you never saw him catch or eat anything.
When we built our first pond the first heron arrived within 2 days of putting a few fish in.We went straight out and bought a net ,and I have never left the pond uncovered since.You soon get used to seeing one on.If you get the netting that is used to protect fruit trees it has a lot of give in it.Don't buy pond netting,especially the green one.It will shred your skin,as well as any unfortunate frog squeezing through the holes.