Well, Jigsaw's own traps are all fine and dandy, but when that one chick started making her unwinnable games, she defeated the purpose of what Jigsaw wanted to achieve. If Jigsaw simply wanted to kill them, he'd find easier and less elaborate ways to do so, he gave them a chance to survive because he figured they would make something useful of their lives should they survive.
She's also a hypocrite. She is grateful to him for giving her that chance, but also never wants her victims to have that chance.
I've never seen any of the movies, but admittedly I want to if only to experience what happens instead of reading plot synopses on the internet.
Also, the gruesome ways the people die are necessary. If it were something simple and painless and mundane, the fear wouldn't be as strong as if it were something gruesome and possibly extremely painful. Also it makes for a better movie. Movies are meant to be over the top and gruesome in the horror/splatter genre. It'd be insulting if every scene cut away before the death-blow.