The seventh rule on the Evil Overlord List says:
When I've captured my adversary and he says, "Look, before you kill me, will you at least tell me what this is all about?" I'll say, "No." and shoot him. No, on second thought I'll shoot him then say "No."
See also: rules 3, 4, 6, 16, 38, 46, and 52. The Evil Overlord List is filled with practical advice for everyday life, not just strategic counsel would-be villains from television and movies.
This supercut by Jukka-Pekka Bohm shows how common this trope is. In at least 88 movies, villains and heroes express regret that they did not immediately slay enemies at the first opportunity. You can find a complete list in the comments at the video link.
Content warning: foul language.
-via VA Viper