Isn't that part of what the show is about? Having rootable characters committing indefensible acts? I watch this show with a friend, meaning we watch separately but then talk about it afterwards. He loves P&E, he roots for them, he hopes they get a happy ending. I, on the other hand, wish them nothing but a miserable existence, I don't forget the innocent people they murdered. The producers/writers were looking for and achieving moral ambiguity.
And with this particular episode, I believe E shot the husband first so the alleged Nazi collaborator would suffer in her final seconds.