This wasn't an unnatural tonal shift honestly. They had been building up the adventurer killer for several chapters now, Aiza killed several people at the bar, and from the start there were obvious hints about corruption in the system and monsters killed in brutal ways.
I'm not too sad the Aiza died, however Mills is a bit unfortunate. Aiza got her story pretty well wrapped up with her duel with Dylan, and whether she went back to her country and never appeared again or was killed wouldn't have made much of a difference, other than the latter building up the adventurer killer. Not only that, but while Laius ultimately bettered himself to some extent, Aiza was actually shown killing innocent people and portrayed as borderline irredeemable, and the manga went out of it's way to explain how Dylan was only winning over her vanity.
Mills, however, didn't feel like she had her arc wrapped up at all. The last thing she did of any significance was take dispute with Dylan over the Demon continent being of the Church of Monte. She didn't really get a chance to see she was wrong, just a few lines right before her death. Given on top of that that she seemed to be the most reasonable of the three heroes (excluding Dylan obviously), her death feels like major wasted potential.