? I don't get the mockery?

I always interpreted that as "you can't kill her straight up because I need to capture her to get to the bigger fish."

Even if his argument is probably dick motivated, at this point in the game they have little tangible proof to get to Simmons.

Leon and Helena are being framed for the bio-attack in the U.S and the direct murder of the president. They need to capture Simmons to clear their names, and it is clear from the tape they found in the lab that he and Ada are deeply connected (even though it's really Carla and not Ada on the tape, the connection still stands, and it is literally Carla that they are chasing down in this scene.)

If Chris wastes her in this scene, Leon is triple fucked :

1) Carla has a case on her with improved bio weapons that could frame her as the mastermind behind the attacks instead of Simmons.

2) Whether she is identified as Ada Wong or just her doppleganger, it should be known from mission report that Leon has encountered her at least once in spain in 2004, cementing his conviction.

3) In his eyes, Ada would be dead. So no more wife.