I'm probably foolish for doubting we'd ever see such a headline.

I really doubt that the Russians would kill CIA operatives.

At least as long as the CIA operatives are not crazy enough to run an armed operation in Moscow.

I assumed snatching Snowden would imply an armed op, and even without weapons trying to physically grab him could very well results in Russians shooting.

But yeah, I seriously doubt they'd kill anyone unless they needed to.

Spies generally operate under diplomatic cover and are returned to the embassy after being caught since they have "diplomatic immunity." Then they fly home, have their alias changed, and never return to that country. Killing a diplomat, spy or not, would cause some huge issues between the two nations involved. So, no, countries are not likely to ever kill spies.

There's a difference between spies & gun-toting operatives. Spies usually work under diplomatic cover, but operatives (think seal team six) probably don't get their passports stamped when they enter a country.

Wouldn't they just use hired proxies ?

It probably isn't that easy to find competent people to do that.