Okay, I'll compare it to killing a bunch of swat guys. Nero at no point watches Dante killing innocent people doing their jobs, Dante only killed generic evil demons.
Oh...my...gosh. Okay let's start this again. Now, Mundas is the Demon King. Vergil wants Mundas dead. Dante wants him dead to for revenge, and also for humanity's sake. At one point, Dante and Vergil kill Mundas's only heir. You know, so they won't have to do that all over again. The SWAT was there and opened fire. Yes, they were doing their job. But Dante and Vergil had theirs and they can't die. First off, who the hell's gonna kill Mundas then? What would be the point? Would you rather he just not shoot? Get shot to death and that's that? See, that also creates the second part of my problem with your strange argument: now, what the hell's an action story where the protagonist dies halfway through?
This issue is that they presented over the top and grotesque scene and never elaborated on it at all. They shouldn't have done it if they weren't prepared to do any of it.
I'm not going to go on and on about what is grotesque and "over the top" to me, but, again, what issue? You're just pointing out something that isn't there. That's like wearing an aluminum foil cap because you think aliens are reading your brain.
Yes, it's a non issue because the writers were too lazy to write it. Killing Lilith isn't really a big deal, killing the baby and a bunch of swat members doing this job? Yeah that's kind of a big deal.
I guess I should re-iterate what I said up top. Demon mommy, anti-christ, faceless SWAT team members who were in the way. They were doing their job, yes, but in the grand scheme of things, what's better? Mundus or Dante dying?