Because of people like this. Or the person (or people) who thought it would be fun to put cats in a bag and beat them to death, or the guy who raped and killed an 11-month old.
For these reasons, and a whole host of others, these people have decided the basic rules of society do not apply to them. As a result they need to be removed. Keeping them alive does nothing except waste taxpayer money on people who will never be productive members of society.
We as a society make the rules, and we want to follow those rules for a reason. If we follow these people by using their rules, we lose. If we let somebody live who had no respect for life, we still follow our rules, the way we want it to be. If that means that we have to give in and not kill these people who did horrible things, that's a consequence we have to live with. Using tax money as a reason to justify the death penalty.... I won't even go there!