Well, Kelsier is Thaidakar, leader of the Ghostbloods. And they do a lot of... questionable things.
Also, Dalinar obviously felt pain after killing them, and he regretted it. When he killed, he was emotionless, but now he feels for the ones he killed. So you can't just take any criminal or villain in the cosmere and justify their actions by "Dalinar did worse."