Okay, but Alex had "willingly" (as willingly as a Stockholm Syndrome victim can) worked with vampires, resulting in the deaths of humans. And then she became a vampire. Considering their job, it made sense for them to at least consider taking her out. Magda was human, had accidentally killed people in an attempt to escape from imprisonment and torture, and was able to use her powers to (temporarily) save her brother's life and also held them in check to avoid killing her mother. Also, her powers were the same powers Sam had. So it makes a lot less sense that killing her would be on the table.