Would they really dare to execute the one with the titles "supreme god's favor" and "divine protector of the realm? That sounds like a great way to get your whole kingdom, if not, continent, divine "retribution".
Oh, you want to murder my chosen hero for fear of your own safety? Well, sucks to be you, he was the only one capable of keeping your world from collapsing to the demon hordes. While I'm at it, I don't think you'll appreciate the other heroes either, so let's just send them home before you kill them too.
Pray to me for help...? YOU MURDERED the help.