To be clear, did the Ultra Evil girls kill those Magical girls? Or did they just wipe the floor with them? It feels like it'd throw the comedic tone in this particular story if killing became an option.
That's something I've been curious to know, too. I'd like to believe it's the latter. They gave them a beat down and took/destroyed the transformation stars. It could very well be what another poster pointed out as a possible explanation behind all of this:
the theory that the mascots are working together seems more plausible than I thought at first. It would not only explain why Venalita is not as serious about world domination as you'd expect from the forces of evil, but also why his "good" counterpart is managing the magical girl' media appearances in addition to fighting evil. In the end, they're just running a RL magical girl show and making money from it. And interestingly, what made me think of this was the shape of the barrier devices here including both the magical girls' heart and the evil side's star in their design.
Killing could then be considered going too far and measures would've had to be taken rather than ignored.