Have you ever shown mercy in Freelancer? For Christmas (it wasn’t Christmas when I did this), I spared the lives of these poor little assassins, to see what would happen out of the pure empathy in my heart. As it turns out, they all seem to break out the cigarettes, at least in the locations I’ve tested. I’d like to imagine they become bodyguards for good people afterwards.
So, be careful next time. You might just be able to put these lost little souls on a good path - they’re very friendly creatures until threatened, in that case you might want to back up. I do recommend giving this a go yourself, I found a surprising amount of fun watching them go for a little walk. If they bug out and stand on the spot where the client suspect died, shooting near them tends to fix it.