Um probably to interrogate them not just kill them.
Plus max in the novel used the that assassin's head as a present.
Ah, no. You may have missed it. His primary motivation to keep them alive is for her. And the shock of his decision is evident on the lady's face...
I read the novel and it had a bit more explanation
Max was going to send the empress the head if the assassin as usual
(this is rumoured that he sends dead people heads to the empress/princess)
He doesn't do it and just captures them without sending "gifts" and worsen his image
But letting go of an assassin because he wants to look better is pretty stupid. So, you're supposed to remain a saint when a woman and her whole army of followers are trying to assassin him after having already successfully killed his mother? There is an extent to which someone's idiocy should be protected in the name of retaining their innocence. This is a manhwa about two men, father and prospective husband, treating a woman like an idiot, and a woman who truly is an idiot and refuses to grow up.
I really hope there is some character development for the woman.