When pushed into a corner, we've seen that Denji is not beyond killing Innocents.
First it was the tree people inside of Aging's world that were alive but seemed barely sentient.
Then it was that guy merged with FakesawMan's heart that was clearly sentient and could speak, but Denji had no other option.

I genuinely think both of those events are supposed to be a parallel to Asa's situation with Yoru.
He already choose against killing her at the rooftop, but there was no real pressure on him at the time.
This part in special I find interesting, he only realizes what happened after he sees the head, despite Denji already knowing that someone would die if he attacked FSM.