I am against the death penalty in principle, but the reason this penalty was abandoned seems to have been the possibility of rehabilitation into society of even those who commit a capital offence.

In Brady's case and the others who torture and murder our children rehabilitation is out of the question. The crimes are so heinous as to make these people forever outside human society.

These sorts of crimes are a "crossing of the Rubicon", between normal human behaviour with all its flaws and sheer evil.
Keeping Brady and his kind alive serves no purpose whatsoever.