We think about that all the time but drafts will be a fact of life as long as war exists and many countries have compulsory service. Even in the case of the volunteer, it is OK for a state to kill a solider who volunteered but not a serial killer?
As far as serial killers go, that's a really bad example because there were several high-profile cases historically of people executed instead of the serial killer who actually committed the murder - for example, Aleksandr Kravchenko was executed for a murder committed by Andrei Chikatilo (who would eventually also be executed). Or how about Timothy Evans? So it's not like this is an option that comes free of innocent suffering, either (I should also note that the people who actually carry out the execution later learning that they killed an innocent is also not exactly great).
1. The state isn't sending the soldier to die, it's sending them to fight. They may die, but dying isn't the purpose. The state would very much prefer them to not die, in fact.
2. Nothing bad happens if we just don't kill the serial killer.
This isnt about utopianism at all.
And no, you can't justify death penalty because some people "get out on a technicality". Innocent people end up in jail on technicality too.
I think the person you were responding to had a more utilitarian view. When war happens, the death of conscripted young people is unavoidable. It's kill or be killed. We prefer wars not to happen, and people not to die, but it's not a choice.
Killing a serial killer who has already been apprehended is a choice. And it's here that we can actually start weighting options and see what is better for the society, bringing up possibilities of wrongful convictions, Blackstone's ratios and second order effects of the death penalty.