Just saying, logically, the mercy killing makes sense to me, if you take the story at face value. The Romans want to punish an attempt against their rule, either by destroying the city or killing the ruler in a way that frightens the population. The queen decides to sacrifice herself, but she still has a lot of support as she was only stripped off power hours ago. When she calls for help, quite a few Romans soldiers must step in to prevent her being taken down. So better end this quickly, rather than taking a risk. Of course, that's not what most people on this forum want to see