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Why should it? The LORD GOD Himself not only allows the death penalty, He DEMANDS it! Christians and Jews should SUPPORT the death penalty.
Genesis 9:6--Whoever sheds the blood of man, BY MAN shall his blood be shed..."
And have you ever noticed that Jesus was COMPLETELY SILENT about the death penalty being carried out on the two THIEVES (i.e. NOT even murderers) who died on the cross on either side of Him? There was not even one peep out of Jesus regarding any so-called inhumanity of crucifying murderers, much less mere THIEVES.
If there was ever a time for Jesus to speak out on the subject of the death penalty, surely, THAT was the time to do so.