In the US, police culture generally doesn't allow taking bribes or letting sketchy figures with improper documentation into prison cells to administer extra-legal punishment.
In the other countries, things might be a lot more relaxed -- I don't know about the police in this particular country, but I imagine there are a fair number of prisons around the world where the guards might let an assassin in and out, no questions asked, as long as the bribe is big enough, or even themselves have a little side hustle, providing the service of murdering prisoners who've made well-funded enemies.
Also, presumably most US government assassins are part of the CIA, and aren't supposed to operate inside the US.