The Nazis murdered numerous babies in the Holocaust. But they weren't doing it "for sport". They claimed it was necessary to protect the Aryan race, or something like that; which is monstrously idiotic and evil – but not a counterexample to “Do not torture babies for sport”. They believed there were acceptable reasons to kill innocents–but mere sport was not among them.
In fact, the Nazis did not look kindly on Nazis who killed prisoners for personal reasons as opposed to the system's reasons. They executed SS-Standartenführer Karl-Otto Koch, the commandant of Buchenwald and Sachsenhausen, for the crime (among others) of murdering prisoners. Of course, he'd overseen the murder of untold thousands of innocent prisoners, no doubt including babies – and his Nazi superiors were perfectly fine with that. But when he turned to murdering prisoners for his own personal reasons – to cover up the fact that he'd somehow contracted syphilis, very likely through raping female camp inmates – that was a capital crime, for which the SS executed him by firing squad at Buchenwald, a week before American soldiers liberated the camp.