I think that the most powerful art about the death penalty takes exactly this approach. Have you seen Herzog's Into the Abyss? I thought it was amazing, not only tackling the question of how we treat people who are (undeniably, sometimes even proudly) guilty of crimes, but also the toll that deliberate, state-sponsored killing takes on those involved. If you like Dead Man Walking, I think Into the Abyss makes for a great companion piece. (Though they are both very intense, so maybe not as a double feature!)
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My movie ratings often go up or down a point or two after more reflection, research and rewatches.
Latest Review : Anomalisa (2015)