In a game, of course I would. It's a game, not real life, and so what penalty is there for killing every damn enemy I can find? That's the whole point of the game, after all...
In real life, I probably wouldn't, because at the end of the day you need to have some honour and decency even when killing the enemy. And as has already been pointed out, it would be a war crime. And anyway, for the most part, unless you're fighting terrorists and whatnot, the enemy are just soldiers like me or you who are being ordered by their superiors to fight and kill, and may not particularly want to be in battle any more than us, so killing them when they're already wounded or just trying to help their friend is just low. Seriously, that stuff is just wrong.