Te capital crime was conspiracy to take over the American economy. He was following orders from above and was not acting alone. His part was but a small piece in the successful scam
Barney Frank and Chris Dodd are the other major players deserving a death penalty.
I don't deny that the 'Rats had a coordinated effort to deliberately undermine and then intrude into the American economy during that GWB era. Bush 43 was sabotaged by his foolish appointments of Democrats Hank Paulson and Ben Bernanke, who stabbed his Administration in the back and gave the Democrats a convenient whipping boy to run against in 2008.
Even if we assume that Spitzer's vendetta against AIG and Greenberg was part of that, though, it would be a serious felony but not a capital offense. A state capital offense would have to, at a minimum, be connected to a dead body. Federal capital offenses might additionally include egregious cases of treason or espionage. This is none of the above.