The purpose of the Nethersphere was to make peoples' 'afterlives' sufficiently unpleasant that they would willingly abandon their own emotions. I'm pretty sure Missy would have greatly enjoyed taking part in that process.
Good point. Let us note that, Danny didn't do this. Maybe the Brigadier did not. This may set them apart from (implied) everyone else in the Nethersphere, who chose to have emotions erased before going to cyberman-bodies. We can argue that this difference is what makes them able to resist programming later.
Presumably the simulation is sufficiently true-to-life that killing him that way still works.
Or, the same visual effect is the digital representation of having his routines wiped, because Missy likes the effect and presumably she wrote the darned thing.