Actually, he can just secretly take her out of prison. And probably even made body double, so no one would find out. But instead he go massacre route. I understand why he was killed in previous life
I understand why he does that in this life tho.
He said that even tho he was the strongest, he suffered injustices, backhands, tragedies, due to the plotting of others in power.
Now he has an entire new life, and right at the start he sees injustice and tragedy again, to someone who meant a lot to him (even if it was only because she remembers him of his apprentice).
But he has the power to just throw all that away, and do whatever he wants, revenge, justice, doesn't matter.
It's not hard to think why someone with god-like powers, once being fed up with injustice, would try to end it all.
I at least know I would.