Not even the most ardent supporter of prisoner's rights would have tried to stop her had Glory just let The Unnaturalist go. All that was stopping the supervillian from falling into the collapsing hole in the universe was Glory's grip. She'd come within a few seconds of destroying everything, and she would try again, and again, she was too far lost. For the good of everyone, Glory should just let her go.
But then she couldn't call herself good, so she began to pull her up.
Glory was annoyed she didn't do anything to cause her own death during it.