Lots of criminals say they'll never be taken alive, but it doesn't always work out that way. Unless we're just going to let them go free, we have no choice but to go in with the idea of capture and the resolution to kill. That is, unless we can develop a means to drop a giant jar over them like bugs until we figure out what we want to do with them.
EDIT to follow up from Beefy. This was due process. Plain and simple. If criminals fight back when you try to arrest them, the cops or the military have every right to fight back. Due process does not guarantee live capture.