I'm thinking (spoiler):

There was considerable animosity towards the general whom they were trying to keep alive and while they certainly couldn't shoot the general, they shot the next best thing - his maid.

One could consider almost plausible explanations concerning an asset being compromised and so on; but I don't think that is the intention here. It isn't a John le Carre story with a complex plot driven by layers of intention.

I think the short answer is that it was to show that these people are brutal animals driven by simple emotions, in this case anger. The shock, after humanising the two central characters for most of the movie, brings the audience back to earth. I thought that was fairly cleverly done. If only the rest of the movie weren't so plodding.

That makes sense. As for plodding, I thought that the female lead helped make that aspect of it a lot less of a problem. She was lovely.

To answer your question, the maid made an unforgivable mistake by taking him to the cemetery and risking him being exposed. She was no longer trust worthy from their point of view and had become a liability. Shooting her was necessary from their way of thinking as well as being easy for them as they don't value life anyways.