You're right, Jesus isn't saying "you are free to murder". But in every case we see Jesus prevent (or reverse: Luke 22:49–51) bloodshed, it would have been retribution or punishment. Jesus is presented as reasonably anti-murder. Whether that holds in the case of capital punishment, I can't say.

Though, Jesus was subject to capital punishment, despite the original prosecutor (Pontius Pilate) claiming no lawful basis for the execution (Luke 22:66–23:25). This was presented as unjust, despite Jesus' insistence that it had to happen. This is a bit muddled as an analogy, but I see how some people might take "capital punishment is wrong" from it.