The situation takes me back to episode 1, to the girl in the motel. She begs to be killed before she becomes a walker. I wonder how many people that had Clem shoot Lee wouldn't shoot/give the motel girl the gun. I'm one of that category.
I did my best to be a perfect Guardian for Clem. I fought to defend her but did my best to stay merciful towards those who came after us. It may be a dangerous way to live, but without mercy there is no redemption. I did everything I could to preserve Clem's innocence but in the end had her shoot Lee.
Lee was dying, it wasn't a situation like Larry's. Lee is conscious and asks to be shot which is far different from just "shooting a family figure in the face before they turn". Lee was Clem's strength, her guardian and with him gone she needs to develop her own strength; the start of it was learning there is more than one way to show mercy.