For what it's worth, I am critical of the assassination and don't consider it an effective way forward, but I wouldn't say it's necessarily immoral. That's not why I think it deserves criticism. Ultimately, I think if it somehow does lead to policy reform and saves lots of people from going into debt, it was the moral choice for society.

I mean considering law is the practical application of a moral construct

Ideally, as part of liberalism ideology, it is. Practically, it isn't. Law is the dictatorship of politicians (and therefore of the mega-rich owning class they are beholden to), interpreted by judges, and in special cases, a jury who are instructed to ignore their own morality. The politicians' own morality is optional in how they create bills and laws (consider: bribery/'lobbying', pragmatic deals), and the moral constructs of you and I have effectively no real relevance to law. The idea that modern law is representative of society and some "mostly agreed upon" moral construct is a blind claim which clearly isn't the case when we examine how our countries' legal systems works. How could we possibly know what is agreed upon? Our representative liberal-democracy system is far too over-simplified to extrapolate this: for example, the US system, there was a common statement here of people pleading "vote Democrat even if you think their policies and behavior is horrible just so we don't have the worse Republican candidate", along with many people choosing on single-issues or even just vibes. Voter turnout was less than two-thirds. Clearly we can't take the results of such a system and assume the winning party's consensus represents the mostly agreed upon moral constructs!

There is no perfect set of laws. It's a utopian fantasy. So it's fine to have rules and close loopholes, I don't think it's a valid excuse to say we can't outlaw or legalize [x] because someone might abuse it. The extreme conclusion of that logic would be, for example, outlawing cars [often used as weapons to murder people, e.g. at protests], lots of fertilizers (critical ingredient in basic explosives manufacturing), and other ridiculous measures. So obviously, and like you hinted at, there has to be some sort of compromise and exceptions.

I understand that some people think “there can be a justification for a killing” [and rest of paragraph]

I think you've already hinted at it, but there are plenty of legal justifications for killing already. Imminent self-defense is one I assume most people consider justifiable (based on situation). Military service is another (at least in defensive situations, when your mainland is invaded, but plenty of other people will reasonably argue offensive security like invading [list middle eastern countries here, list asian countries here, list south and central american countries here] was morally justified). Police intervention in violent situations is legally justified.

A particularly relevant type is social murder. Because of its indirect nature, it's often simply not recognized as murder, but is certainly just as horrible, premeditated and impactful, and due to how it works, is systematic and effects large amounts of people. Immoral legal murder. The kind that companies including UnitedHealthcare commit through systematically denying procedures necessary to survive. Many morality systems, such as the very popular utilitarianism school, consider the people running that company to be effectively equal to the worst mass murderers, and since the legal system does not recognize and stop them, there are few 'good' options which aren't just allowing mass murder to continue, one of those options being to scare the executives into complicity through vigilantism.

I would always say, if we justify some killings, there is always a chance people will abuse this “loophole” for crime we created.

Oh you mean how UHC uses that loophole to kill people with social murder, and our moral system doesn't consider it a crime because they didn't directly stab someone to death, but instead purposefully denied them care that they had paid for by paying for insurance, leaving them to die.

So saying all killings are illegal is kind of the best application of our morals we have.

Except, we clearly don't say all killings are illegal, as evidenced by what I just discussed. We have clearly made the choice that social murder though things like denying healthcare or denying housing and pushing people into the frozen deadly streets of winter are totes okay. That's literally what's at issue here, is that a whole swath of killings are allowed, and not just allowed, but are allowed to be profited from, and handsomely. Which is far darker and worse, imho.

Genuinely, it's easy to say that we have banned all killings, but we clearly haven't. Cops even have qualified immunity to murder with impunity. We have the largest military in the world, and we've been known as the violent "World Police" that will bomb your country to the fucking stone age. Those deaths and that violence is normalized. That's why they say "the state has a monopoly on violence."