Haegu has a role to play, she needs to be tough and heartless and all. She sympathize Mian for what she have cause but she can't say sorry for it, it's her job and life. She have done what she needs to do, for she live with her job and breathe to kill . Living everyday with agony, reminding you every night that u have taken a lot of souls(mostly in brutal way), there's no way to redeem itself but dying on the hand of your most beloved someone is the punishment she's putting herself in. Plus it could be somewhat of revenge on Mians side, killing the one that took your father's life. Mian killing her might give her peace and forgiveness.