The risk of me getting wrongfully convicted of something and getting a death sentence is higher than the chance of some dangerous murder escaping prison and hurting me.
Unfortunately being absolutely 100% certain is not a luxury we have in the majority of cases. People are framed, new evidence comes up, things like lie detectors and blood splatter analysis turn out to be junk science. Life in prison can get overturned and corrected if mistakes were made, death can’t.