It takes time to do so and may get you killed or prevent you from assisting your team. It also doesnt help that the person you just downed may use themselves as bait so an enemy can take you out easily. They will block door ways or sit infront of an objective making it very tempting to execute them but thats what they want. Dont trigger the trap card. That one execution can turn a whole fight in the other teams favor. So take the safe route and shoot them or throw a grenade at them. Its kicks them out of the fight and is no risk to you.