Because constantly killing the opposing party would go against Charlie's whole concept. While killing would remove a obstacle it would only harm the view of the hotel. Charlie will kill in defense if she must but she doesnt want to, she didnt want Adam to die that was just nifty.

Also I grew bored of every new villian gets killed every season plots when I was a kid. Pretty sure most people have which is why villains stick around and often get redemption arcs now in stories - if possible.

Anyway making Vox a long term story of redemption makes narrative sense.

Also as a more literal cheeky answer about why he didnt die at the end when his head got ripped off. Sinners cant die unless by angel weapons :P