Luigi did not have sufficient reason to expect his shooting would be a net benefit.
Assassinating corrupt people is generally not a strategy that leads to good outcomes, even if you have good reason to believe those people are corrupt. The US government has tried multiple times to kill foreign dictators and caused regional instability rather than peace, and in comparison to a government, an individual has far less ability to try and steer outcomes in a positive direction after an assassination.
Maybe shooting CEOs would lead to companies being afraid to act immorally, but compared to even imperfect market incentives, fearing assassination is probably an even worse incentive. The most likely copycats to assassinations are usually people with a screw loose, so it's not clear how to appease them. The cheapest solution is just spending more money on security, which raises costs for everyone involved. If the company tried to improve PR, that doesn't always mean doing what's best for the customer but just avoiding bad things that would make the news. Suppose that in fear of more shootings, United Healthcare just accepts more claims, even ones that are not medically necessary, and jacks up premiums and prices out poorer customers to afford that. It's not clear that's a net positive. And if copycat shootings do occur, do we really expect the kind of people who do assassinations to have a well-thought out strategy for ensuring the repercussions of their actions will be positive?
Additionally, we don't have reason to believe Luigi was calculating expected outcomes after the fact, so even if the shooting ended up leading to positive results down the line, that's him getting lucky rather than having an ethical justification at the time.