You have to evaluate ideological systems by their net good/evil per follower, otherwise their relative scales would dominate any comparison. For example, medical malpractice has killed unimaginably more people than any suicidal cult ever has. Still, that does not mean it's better to join a suicidal cult than it is to visit the doctor's office.
>we know so little about the Aztecs compared to Europe that it would be impossible to make an informed if absurd decision as to which way I would want to be executed.
The reason you'd want to pick the justice system is that justice systems, even when imperfect, can still declare innocent people innocent. A justice system sometimes makes mistakes, the Aztec temple only made mistakes.