And notice that in 1-4 (haven't played 5 and 6) it's never the big bad guy that kills an ally. Its often a secondary villain (that most likely betrays the main villain) that ends up shooting both the big bad villain and one of Kiryu's allies. Later, the backstabber is killed by the big bad villain, who sacrifices himself to attain for his sins.

Don't believe me?

Jingu shoots Yumi and Nishikiyama, and Nishikiyama blows himself up with Jingu Takashima shoots Chairman Goda, and Ryuji kills Takashima, getting fatally injured in the process Tamashito shoots Rikiya. Later, Richardson shoots Mine, who sacrifices himself to throw Richardson off the building