I've killed a couple of people in me dreams. Except for the first time, I've never felt bad if they deserved it (like someone breaking into my house and threatening to kill my family). I've only occasionally felt bad if they didn't.

Those were non-lucids, so I don't think it really counts as much. Particularly if you're not in your own form, when I'm dreaming I'm a an animal, some things are a lot harder to resist.

That begs the question though: Is killing in lucids wrong? I think so if you want to irl. Not that that would stop you, I mean, it's a dream.