Watching other people's playthroughs, I've found that if you shoot the girl, Kenny gives you shit about it during the discussion with Lilly afterwards, regardless of whether or not you're on good or bad terms with him.
Can anyone tell me what happens during that conversation if you don't shoot the girl? Does he mention the incident at all?
It's a powerful moment in the game. You're essentially making a choice between pragmatic survival strategy or performing an act of mercy for a total stranger about to suffer a gruesome death.
In the game I shot her and have no regrets. Were I to face that same situation in real life, I'm not sure what I'd do.