Killing Rosemary will just add more problem rather than solving it.
Whether you like it or not, Rosemary is legally engaged to a royalty. If she die, things will just become more complicated.
The royal family's side (especially the concubine) will press on the matter. Rosemary lives in her family's house, so there will be question of why they can't protect her. There will probably be demand to pay for the damage, despite the Violets is the one losing their daughter.
There will be investigation on the matter. Even if Serena (and Rick) can cover up the matter, it will still open chance for conspiracy theory, and opportunists looking for chance to attack the Violets.
So, there's not much they can do other than stay cool and not throw more gasoline into the fire.