When you really think about it, they didn’t necessarily HAVE to kill Rorschach at the end.

Yes I know, the whole reason why Manhattan killed Rorschach was because he was gonna tell the world what Veidt had done. But even if he managed to expose Veidt…would anyone even listen to him?

Rorschach was known as a crazy conspiracy theorist and the general population in the Watchmen world hated him so why would they believe anything he has to say? Especially since as far as I remember, Adrian had a really good public perception. Plus had he went back to America, he would’ve been arrested again anyway.