If the state is licensed to execute for crime, then it makes swings in government much more scary.
Say the next election were won by a party that decided to make my sexual orientation completely illegal, with the harshest penalties.
Without capital punishment, I go to prison, and I can hope that a new government reverses course.
With capital punishment, the infrastructure is already in place, and I swing from the gallows with machine-like efficiency.

I guess my point is that some people support the death penalty, without considering that it could be applied to situations they would not agree with it being used for. And that the only way to avoid creeping grey areas is abolition.