1. A game is not real life, so you can cause x amount of damage, death, and destruction with no consequence. And any action can be redone, over and over again. It's not anything real, it's a simulation if you will.
2. It helps you blow off steam, the real world is a drag with millions of limitations, a game can eradicate those limitations easily.
3. Thou shall not kill isn't a rule I truly believe in, I think it's a nice idea, but ultimately flawed. I also find it funny that it's a Christian commandant, yet god has killed over 2,000,000 people in the bible, and Crusaders, inquisitors, and general holy people have killed far more.
Death is necessary. Some people deserve death, some people need death, it's the natural ending of life.
4. Killing without consequence is fun. Exploring different methods of unreal killing is fun. Humanity has laughed at people getting hurt for millions of years, it's one of the things that tickle our funny bones. If a computer simulation 'dies' in a funny way, say falling from a great high and his peen landing on a metal bar, i'm bound to feel amused. Watching characters ragdolize and smashing against walls is fun. And if you don't find killing in games fun... Go read a book.