Most likely cause is an impact on a square edge (pothole). This could, as already been said, cause the rim seal to break and cause a loud bang, deflate, but then reseal and leave some pressure in the tyre. However you should be able to see some damage to the sidewall. May not be obvious as it may be on the inner edge, but the tyre guy should have spotted it. I'd keep an eye on it as advised, make sure you feel around the inner side now and again to make sure it doesnt buldge.
Sounds like you've been lucky