They would have had to make Maxwell Lord really evil and not the sympathetic villain they gave us for me to have wanted that.
If he had killed Steve, just shot him dead, which caused the wish to be undone, giving her back her powers, I could then see Wonder Woman killing Maxwell Lord at that exact moment. Possibly on accident or on purpose, people could argue that.
But for what we got in the movie, there was no reason for her to kill him.