Unfortunately, quite probably the employer is the legal fall guy if something happens afterwards to the injured colleague's finger as a result of your good deed. She sues the employer for the negligence of his employee, i.e. you. If it's been done from the official first aid box by an accredited first aider, then no matter what happens, she can't bring any kind of case. If she could get no (official) treatment at all, and something nasty happens as a result, then the employer is guilty of a health and safety breach, but probably nothing worse. The law is crazy, so when people are determined not to end up on the wrong side of it, they end up having to do crazy things like your supervisor did.
In this case, unfortunately, you should have done the crazy thing of making sure it didn't go into the accident book. That's how to avoid any trouble next time.