I don't think they kept them alive out of mercy.

Arrogance, maybe. Thinking they wouldn't be a threat as long as they knew who they were. But mostly because they were likely more useful to them alive, than dead. [ A sigh, lifting a hand to knead at his brow. He's just thinking, here, trying to work out what opportunities they might have, what they could do, what Byerly and Natasha could do from the inside. ] Byerly's smart enough to make himself seem useful, I think.