Why is abortion not okay in the minds of pro-life Christians, but the death penalty is?
If we are going to be a pro-life society, murder via the death penalty must end as well.
God has warned us in the Bible to allow Him and only Him to take revenge.
You assume that the death penalty is about revenge, while most people believe it is about deterrence and punishment. Abortion is the taking of innocent life; the death penalty is about the taking of guilty life. Would Jesus endorse the killing of a wolf to save a flock of sheep? I think so.