Blitzo and his crew, including Loona, show a SURPRISING amount of actual ethics, restraint and responsibility and even wholesomeness by taking that kid home with them and keeping him on life support and then REFRAINING from killing him after he insults all of them (though maybe this kind of communication is just normal in Hell and people don't kill each other because they just come back so they've gotten bored of trying?)
Moxxie feels bad about shooting the kid right in the beginning while they're waiting at the hospital.There is absolutely NO reason demon hell spawn creatures need to take a child to a hospital and give him care to save his life. Ideally, Moxxie should have lifted the gun back up again and shot the mother if that's what he thought he was there to do, instead of leaving the actual target they think they're after, to run off with a child and try to get help for the child instead of completing their job when they need the money and business so badly!
They only kill the kid the moment they find out they were hired to do exactly that. Which means business comes first, but that's not a failing in their ethics as hell-spawn. It's how they SURVIVE in a very competitive underworld.
What about chopping him up and dropping the remains in his mother's arms? We don't know if the client asked for that or not specifically. But they want their client to be happy, that's for sure.
And wholesome! because Blitzo actually drew himself behind and hugging Moxxie and Millie in the wedding picture of Moxxie and Millie you see in the background. So being (or imagining himself as) a father to them is more important to him. Blitzo and his two happy but not-too-demonic looking sisters seem to have worked in a circus where their primary goal is to just bring happiness and joy to creatures? we don't know if part of their act involved torturing anyone in addition, but if you add up all the clues, the Immediate Murder Professionals are actually quite professional and go above and beyond the duty of showing ethical concern for anyone who isn't their target.