What is the difference of nuance between the statements: “Why had they not already killed their hostage? and “Why didn’t they kill their hostage”?

There was the following statement in (April 24) Time magazine’s article titled, “Thanks for dumb terrorists” reporting the capture of Boston bomb attack suspects: http://swampland.time.com/2013/04/21/give-thanks-for-dumb-terrorists/#ixzz2REueMOq5

“Why had they not already killed him? If the allegations against the Tsarnaevs are true, they were obviously quite capable of killing in cold blood. Assuming they had his ATM pin number, the owner of the Mercedes no longer served any obvious use to them. What’s more, he knew exactly who they were: The Tsarnaevs had reportedly identified themselves as the marathon bombers.”

What difference would come up by saying “Why had they not already killed him?” instead of a simpler version, “Why didn’t they kill him (then)”? Is there a very big difference?

As we don’t have ‘the past perfect tense – have /had +p.p.’ mode in our language, it’s pretty difficult for me to discern the exact difference of the nuance of messages in two different tenses.

Solution 1:

The article uses Past Perfect because the "narrative time" at that point is focussed on

...the carjacking victim “managed to escape”...

...in the preceding paragraph. That's to say, the reporter is asking why the Tsarnaevs hadn't already killed the victim, at some earlier time before he escaped.

I note OP's suggestion includes the word "then". But note that the reporter isn't asking why they didn't kill him when or after he "started escaping". He's specifically asking why they didn't do this some time after getting the ATM pin number and car, but before letting him get free.

Using Simple Past is perfectly valid, but doesn't convey the narrative sequence quite so precisely.