The strip is kind of in a weird place. Not only is it a story, and thus subject to all sorts of story concerns, it is also a story about D&D and is subject to all the D&D concerns. Some of those D&D concerns are also player concerns. Even if the order's players are just in our imagination, I think they inform a lot of our comments. In short, if a particular strip seems less interesting from one of those angles, try looking at it from another.
Also, do remember that Miko has taken on multiple members of the Order by herself. From the track record, it would seem like Roy wouldn't be so much killing Miko as he is roughing her up.
Really, I'd save the comments on what is and isn't the right thing to do in this, or debate paladin issues, and enjoy the possibilty. What if she repents? What if she doesn't? What if she goes blackguard? What if she tries to defeat the enemy on her own? What if she mellows out after years of therapy and marries Roy? "Kids, let me tell you about how I met your mother..."