Saul estava amarrando as pontas, tanto pessoal como profissionalmente.
Eu acho que você está certo de que foi um pouco exagerado tê-la morta (especialmente desde que vimos a prisão super-max em temporadas passadas, e Allison provavelmente teria fornecido informações úteis sobre os russos), mas Saul parece ter coberto tudo, com uma vingança.
Esta revisão da Uproxx - Sete perguntas que temos após o final da temporada de 'Homeland' - coloca muito bem [minha ênfase]:
Why did Saul kill Allison? And why does he look so great in a skull cap? I digress. In particularly badass fashion, Saul and Co. apprehended Allison and her massive Russian drivers in the middle of a dark forest. But rather than take them into the station for questioning, they shot them approximately one million times. It’s possible that Saul was doing damage control for the CIA — as several characters have mentioned before, Allison’s exposure as a double agent would be a huge PR and logistical nightmare for the agency. But it’s also possible that Saul had something of a personal agenda. Allison made a fool of him on a sexual level, an emotional level, and a professional level. Even Saul’s not above seeking revenge. (Also: We never found out what happened between Saul and Mira, which might be helpful in figuring out why Saul acted like such a moron all season with Allison. Will we ever find out?)