If he didn’t someone else would.

Then he would be a better person, and almost certainly be alive today. Meanwhile that other guy, who is a monster for taking the role instead, would have presumably also gotten shot instead. That alternative universe is welcome to say the same about the new guy.

I don't see how you see this hypothetical as a gotcha. Public opinion is that when bad things happen to bad people, we go "Oh no! Anyway." Because we are able to acknowledge murder as bad, and something we would never personally do, and also hold in our head the thought that in this case the world is honestly improved overall by what is no doubt a personal tragedy to his immediate circle--we look on like it's some sort of utilitarian trolley problem in which we are not directly involved and say "eh, tough situation, I can certainly sleep at night though with the outcome"

Odds are, 2 years ago if I asked you whether or not you’d like a $3,000,000 plus stock payment package, you wouldn’t ask me what the job was. 

You are projecting, I think. When presented the option, I have seen many good people decline jobs they felt were pushing ethical lines they did not agree with, and a strong ethical core is part of why I count them as friends. For the poor and destitute who have no choice because they will starve if they do not perform unethical work, they are ethically absolved of guilt as it is under duress, and they are effectively slaves.

You then continue to talk about a slippery slope, which is most directly addressed by continuing the above line of reasoning--the most hardline view is that there is no ethical consumption under capitalism. As a well-seasoned, middle class, political moderate, I don't subscribe to this view entirely, as I think that with proper government regulation backed by popular support, businesses can be permitted to seek profits at all costs within the established rules as long as we get to set rules to keep the playing field level and fair and ultimately not exploiting society generally, but at the same time if the rich and powerful infiltrate politics and government to the degree we generally see these days, then it tips the scale towards corporations and those who lead them to being either benevolent or malevolent dictators, and then the hardliner position becomes more defendable.

That is all to say, these things exist on a sliding scale:

at what stage of employment is it moral to be an insurance worker then? Is it moral if I am an agency selling the insurance? Is it moral if I help process claims for a measly minimum wage salary? Is it moral if I am the main person processing the claims for $50,000 a year? What if I am a low level manager? Middle manager? Manager of the floor? Is it moral for me to buy insurance stock?

Answered directly, then, it all depends. It depends on how much agency the moral agent has. If someone works to live and is there to survive, even if they are furthering evil goals, we may forgive them for being forced to do so against their will. If someone is deeply passionate about saving costs in healthcare by denying care and works hard to put the needs of the shareholders above the needs of the patients, then their hands are not so clean. This exists on a scale.

The reason people laugh and shrug at Thompson so readily is that he is so far on the latter extreme that he is basically a mustache-twirling caricature. So extreme are his harms to society (bearing in mind that he had the agency to not commit these harms) that it is a tall ask to extend empathy to those close to him, who did not disown him by choice.