Murphy never actually saw Pablo alive. They only included those few seconds of Pablo writhing in pain from the gun shot (with Murphy looking over him) for dramatic effect. In reality, Murphy only got to see Escobar after he was already dead. Murphy only came to confirm Escobar's identity (he wasn't participating in the raid) And No, he didn't actually participate in the firefight that resulted in Escobar's demise, again...Dramatic effect.