There is no "they", and the Endless is not "living". They're simulated data with their soul been tripped and become a commodity long times ago.

In a way, the last zone is basically just a futuristic and advanced museum. Now if someone vandalize or burn down a museum, I might be upset at the histocal value that is lost. But it's kinda idiotic for for the story to implies burning down pictures in museum is similar to murder real living people.

And frankly? It may works if the writers had the skill for it. In my experience there are only two (game) writers that have the skill to pull a convoluted storyboard out of their arse and make them compelling/interesting: Hideo Kojima and Yoko Taro. If those two are masters, the writers of DT are not skill enough to be even their apprentices.