Exactly. The lamb had to be killed in order for the blood to be used as a covering for the door. It was the blood of the lamb that turned away the wrath of God.
In whom we have redemption through his blood, the forgiveness of sins, according to the riches of his grace; (Ephesians 1:7 KJV)
But if we walk in the light, as he is in the light, we have fellowship one with another, and the blood of Jesus Christ his Son cleanseth us from all sin. (1 John 1:7 KJV)
It fascinates me first, that someone would think the Passover Lamb to be about thanksgiving; and second, that they would deny it to be intercessory.
And thirdly, that they’d even care to debate it one way or the other if they didn’t think it actually happened.