You're right. But I can't bring myself to feel sad when a true monster who we know to be a true monster is removed from the earth. I would prefer that person to have been gunned down in self defense during the crime, before he could take an innocent life.
The strange part is that murderers in general have a pretty low rate of recivitism compared to other crimes... but we always hear about the exceptions to the rule.

I think the big problem is the way we look at insanity... We think the insane, because they are less in control of their actions, should be treated less harshly- which generally means less time. This is flawed. Someone who kills for insane reasons should never be released as they cannot be expected to learn from mistakes. IMO the admission of insanity as a reason for a crime is an admission that you can never be trusted to be free. Only rational people can be rehabilitated through punishment.
The high profile murders we hear about tend to be people that cannot be sane. It amazes me that we do not make it much harder for such people to ever see the light of day again... but I don't feel killing them accomplishes anything.

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"Man lives in the sunlit world of that which he believes to be reality. But unseen by most is an underworld, a place that is just as real... but not as brightly lit... A DARK SIDE!"
-opening from Tales From the Darkside