Depending on the character, there are certainly characters who would employ lethal force in an appropriate situation. I think the problem really is that we’ve bred a readership and a culture that gratuitously desires that sort of option as a first choice on a visceral level (except in real life, where the issue of police using unnecessary and even lethal force on unarmed civilians is becoming a bit of an epidemic.) Most super heroes are good enough and skilled enough to disarm the Joker in that situation without needing to use lethal force–Batman certainly is.
Tom’s response really hits on so many great points. The impulse to want to kill or use gruesome torture/violence to solve a problem is one of the real villains of our world. I can’t blame everyone who has that impulse since we were trained to think that way, but that’s why we have superhero comics. Superhero comics often teach us how we can be better. Usually, by watching our heroes fail and make mistakes trying to do what they believe is right.
