As I understand it, commandoes didn't have to shoot him because

A. he was a private citizen no longer in charge of a goon organization actively plotting extranational death and destruction, and

B. the Serbian government found him, put him under arrest, and sent him to the Hague.

Quite unlike the Bin Laden case and the Pakistani government.

All the evidence showed Bin Laden to be a continuing, active threat to be stopped ASAP.