The Wall - help needed.

I've shot this wall before, it's part of a derelict cottage in the next field. As it was such a dull day I thought I would shoot in mono direct from the camera as opposed to diddling in PS.

I set up the camera, took the shots, checked and they were B&W When I got home I opened them up in Bridge and sure enough the thumbnails were in B&W, but when I expanded the image it was in colour. I then fully opened it up in PS and it remained in colour.

I'm I being dumb here, why would that happen.

The camera is a Canon 40D and shooting in RAW. Any ideas?