He actually walked off before the shot even went in. The buzzer sounds with the ball still in the air and he just heads for the locker room. Once it goes in he hops out of the picture.

The shot cut the Bulls lead over the Nets to 47-46 at the half, but the Bulls have built the lead back up to seven, halfway through the third quarter.

Update: Here's a GIF of Watson walking off.

C.J. Watson Hits Halftime Buzzer-Beater, Walks Off Court