Rock is supposed to be the character that we are meant to sympathize with the most through the series. When everyone else is a criminal and has no problem being such, he still tries to maintain some idea of morality. While a progressively twisted morality, it is still a personal code of morals, and one of the biggest parts of it is that he won't be the one to take someone's life. He may orchestrate the events that lead to their deaths, but he won't be the one to pull the trigger. However, if someone he cared about would die if he did not, could he violate that, and if so what would it do to him mentally. Especially if he found that, he didn't hate the feeling of taking a life.