I don't think killing a serioussinner is a mercy. People that are tracked down by the devil even as they live are quite likely to find themselves in Hell once they die.
Also, can't Matt reach them down there? Make them suffer everything he had planned for tchem, whether they are alive or not?
Re: Sadistic Actual-Devil!Matt vs Punisher
Also, can't Matt reach them down there? Make them suffer everything he had planned for tchem, whether they are alive or not?